Investments in RMBS, Unrealized Loss Positions (Details) $ in Thousands		3 Months Ended	12 Months Ended
		Mar. 31, 2022 USD ($) Security	Dec. 31, 2021 USD ($) Security
RMBS, Unrealized Loss Positions [Abstract]
Carrying value		$ 774,113	$ 953,496
RMBS [Member]
RMBS, Unrealized Loss Positions [Abstract]
Original face value		1,100,572	1,257,086
Book value		811,003	945,851
Gross unrealized losses		(37,942)	(6,891)
Carrying value	[1]	$ 774,113	$ 953,496
Number of securities | Security		110	121
Weighted average coupon		3.09%	3.06%
Weighted average yield	[2]	2.98%	2.93%
Weighted average maturity		28 years	28 years
RMBS [Member] | Unrealized Loss Positions [Member]
RMBS, Unrealized Loss Positions [Abstract]
Original face value		$ 833,308	$ 619,176
Book value		704,077	617,328
Gross unrealized losses		(37,942)	(6,891)
Carrying value	[1]	$ 666,135	$ 610,437
Number of securities | Security		78	57
Weighted average coupon		2.97%	2.77%
Weighted average yield	[2]	2.85%	2.62%
Weighted average maturity		28 years	29 years
RMBS [Member] | Less than Twelve Months [Member] | Unrealized Loss Positions [Member]
RMBS, Unrealized Loss Positions [Abstract]
Original face value		$ 833,308	$ 612,547
Book value		704,077	611,306
Gross unrealized losses		(37,942)	(6,783)
Carrying value	[1],[3]	$ 666,135	$ 604,523
Number of securities | Security		78	56
Weighted average coupon		2.97%	2.76%
Weighted average yield	[2]	2.85%	2.62%
Weighted average maturity		28 years	29 years
RMBS [Member] | Twelve or More Months [Member] | Unrealized Loss Positions [Member]
RMBS, Unrealized Loss Positions [Abstract]
Original face value			$ 6,629
Book value			6,022
Gross unrealized losses			(108)
Carrying value	[1],[3]		$ 5,914
Number of securities | Security			1
Weighted average coupon			3.00%
Weighted average yield	[2]		2.83%
Weighted average maturity			28 years

[1] See Note 9 regarding the estimation of fair value, which approximates carrying value for all securities.

[2] The weighted average yield is based on the most recent gross monthly interest income, which is then annualized and divided by the book value of settled securities.

[3] The Company used an implied AAA rating for the Agency RMBS.