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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]      
Financial derivatives–assets, at fair value- $ 15,479 $ 16,788 $ 20,001
Derivative Liability 24,553 27,621 $ 20,806
Derivative Assets (Liabilities), at Fair Value, Net (9,074) (10,833)  
TBA securities      
Derivative [Line Items]      
Notional Amount (354,077) (1,053,630)  
Derivative, Cost Basis (380,791) (1,098,063)  
Market Value Underlying (380,754) (1,098,479)  
Derivative Assets (Liabilities), at Fair Value, Net 37 (416)  
TBA securities | Long      
Derivative [Line Items]      
Notional Amount (149,990) (40,100)  
Derivative, Cost Basis 155,008 40,585  
Market Value Underlying 155,969 40,675  
Derivative Assets (Liabilities), at Fair Value, Net 961 90  
TBA securities | Short      
Derivative [Line Items]      
Notional Amount (504,067) (1,093,730)  
Derivative, Cost Basis (535,799) (1,138,648)  
Market Value Underlying (536,723) (1,139,154)  
Derivative Assets (Liabilities), at Fair Value, Net (924) (506)  
Financial Derivatives - Assets | TBA securities | Long      
Derivative [Line Items]      
Notional Amount (149,990) (40,100)  
Derivative, Cost Basis 155,008 40,585  
Market Value Underlying 155,969 40,675  
Financial derivatives–assets, at fair value- 961 90  
Financial Derivatives - Assets | TBA securities | Short      
Derivative [Line Items]      
Notional Amount (4,400) (319,981)  
Derivative, Cost Basis (4,765) (332,080)  
Market Value Underlying (4,764) (331,574)  
Financial derivatives–assets, at fair value- 1 506  
Financial Derivatives - Liabilities | TBA securities | Long      
Derivative [Line Items]      
Notional Amount 0 0  
Derivative, Cost Basis 0 0  
Market Value Underlying 0 0  
Derivative Liability 0 0  
Financial Derivatives - Liabilities | TBA securities | Short      
Derivative [Line Items]      
Notional Amount (499,667) (773,749)  
Derivative, Cost Basis (531,034) (806,568)  
Market Value Underlying (531,959) (807,580)  
Derivative Liability $ (925) $ (1,012)