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Schedule of Mortgage-Backed Securities by Weighted Average Life (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) [1] $ 1,081,380 $ 1,401,778
Non-Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) 17,612 8,851
Amortized Cost $ 15,369 $ 6,924
Weighted Average Coupon Rate, Percent 1.32% 3.73%
Less than three years [Member] | Non-Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 1,848 $ 4,000
Amortized Cost $ 1,757 $ 3,823
Weighted Average Coupon Rate, Percent 2.08% 5.35%
Greater than three years and less than seven years [Member] | Non-Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 8,728 $ 784
Amortized Cost $ 7,215 $ 307
Weighted Average Coupon Rate, Percent 1.45% 3.88%
Greater than seven years and less than eleven years [Member] | Non-Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 7,036 $ 4,067
Amortized Cost $ 6,397 $ 2,794
Weighted Average Coupon Rate, Percent 0.93% 2.29%
Greater than eleven years [Member] | Non-Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 0 $ 0
Amortized Cost $ 0 $ 0
Weighted Average Coupon Rate, Percent 0.00% 0.00%
Fixed Rate [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 1,050,719 $ 1,374,683
Amortized Cost $ 1,009,226 $ 1,351,210
Weighted Average Coupon Rate, Percent 3.75% 4.10%
Fixed Rate [Member] | Less than three years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 165,830 $ 53,620
Amortized Cost $ 162,346 $ 52,683
Weighted Average Coupon Rate, Percent 3.80% 4.72%
Fixed Rate [Member] | Greater than three years and less than seven years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 860,498 $ 793,820
Amortized Cost $ 824,259 $ 778,950
Weighted Average Coupon Rate, Percent 3.74% 4.18%
Fixed Rate [Member] | Greater than seven years and less than eleven years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 7,953 $ 496,334
Amortized Cost $ 7,399 $ 488,956
Weighted Average Coupon Rate, Percent 3.86% 3.92%
Fixed Rate [Member] | Greater than eleven years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 16,438 $ 30,909
Amortized Cost $ 15,222 $ 30,621
Weighted Average Coupon Rate, Percent 3.61% 3.97%
Interest-Only [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 13,049 $ 18,244
Amortized Cost $ 15,434 $ 17,795
Weighted Average Coupon Rate, Percent 3.25% 3.22%
Interest-Only [Member] | Less than three years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 3,345 $ 3,695
Amortized Cost $ 4,341 $ 3,407
Weighted Average Coupon Rate, Percent 4.72% 4.53%
Interest-Only [Member] | Greater than three years and less than seven years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 9,612 $ 14,446
Amortized Cost $ 10,995 $ 14,283
Weighted Average Coupon Rate, Percent 2.84% 2.93%
Interest-Only [Member] | Greater than seven years and less than eleven years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 92 $ 103
Amortized Cost $ 98 $ 105
Weighted Average Coupon Rate, Percent 0.23% 0.33%
Interest-Only [Member] | Greater than eleven years [Member] | Agency RMBS [Member]    
Mortgage-Backed Securities [Line Items]    
Mortgage-backed securities, at fair value(1) $ 0 $ 0
Amortized Cost $ 0 $ 0
Weighted Average Coupon Rate, Percent 0.00% 0.00%
[1] Includes assets pledged as collateral to counterparties. See Note 6 for additional details on the Company's borrowings and related collateral.