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Investments in RMBS, Unrealized Loss Positions (Details)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2022
USD ($)
Security
Dec. 31, 2021
USD ($)
Security
RMBS, Unrealized Loss Positions [Abstract]    
Carrying value $ 728,825 $ 953,496
RMBS [Member]    
RMBS, Unrealized Loss Positions [Abstract]    
Original face value 989,329 1,257,086
Book value 752,874 945,851
Gross unrealized losses (24,555) (6,891)
Carrying value [1] $ 728,825 $ 953,496
Number of securities | Security 91 121
Weighted average coupon 3.57% 3.06%
Weighted average yield [2] 3.56% 2.93%
Weighted average maturity 28 years 28 years
RMBS [Member] | Unrealized Loss Positions [Member]    
RMBS, Unrealized Loss Positions [Abstract]    
Original face value $ 931,985 $ 619,176
Book value 696,512 617,328
Gross unrealized losses (24,555) (6,891)
Carrying value [1] $ 671,957 $ 610,437
Number of securities | Security 87 57
Weighted average coupon 3.53% 2.77%
Weighted average yield [2] 3.51% 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 $ 931,985 $ 612,547
Book value 696,512 611,306
Gross unrealized losses (24,555) (6,783)
Carrying value [1],[3] $ 671,957 $ 604,523
Number of securities | Security 87 56
Weighted average coupon 3.53% 2.76%
Weighted average yield [2] 3.51% 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.