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Securities, at Fair Value - Composition of Agency MBS Portfolio (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Debt Securities, Available-for-sale [Line Items]    
Fair Value [1] $ 504,639 $ 333,364
5.00% Coupon    
Debt Securities, Available-for-sale [Line Items]    
Coupon rate (percent) 5.00%  
Principal/ Current Face $ 79,295  
Weighted Average Purchase Price 100.20%  
Weighted Average Market Price 99.80%  
Fair Value $ 79,171  
Weighted Average Loan Age (Months) 0 years  
5.50% Coupon    
Debt Securities, Available-for-sale [Line Items]    
Coupon rate (percent) 5.50%  
Principal/ Current Face $ 220,213  
Weighted Average Purchase Price 100.50%  
Weighted Average Market Price 101.10%  
Fair Value $ 222,669  
Weighted Average Loan Age (Months) 3 months  
Agency MBS    
Debt Securities, Available-for-sale [Line Items]    
Principal/ Current Face $ 299,508 131,165
Weighted Average Purchase Price 100.40%  
Weighted Average Market Price 100.80%  
Fair Value $ 301,840 $ 131,700
Weighted Average Loan Age (Months) 2 months  
[1] See Note 6 for information regarding the Company’s pledged assets.