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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 23,082 $ 15,479
Derivative Liability 19,438 24,553
Derivative Assets (Liabilities), at Fair Value, Net 3,644 (9,074)
TBA securities    
Derivative [Line Items]    
Notional Amount (733,730) (354,077)
Derivative, Cost Basis (777,970) (380,791)
Market Value Underlying (778,637) (380,754)
Derivative Assets (Liabilities), at Fair Value, Net (667) 37
TBA securities | Long    
Derivative [Line Items]    
Notional Amount (184,890) (149,990)
Derivative, Cost Basis 188,513 155,008
Market Value Underlying 184,599 155,969
Derivative Assets (Liabilities), at Fair Value, Net (3,914) 961
TBA securities | Short    
Derivative [Line Items]    
Notional Amount (918,620) (504,067)
Derivative, Cost Basis (966,483) (535,799)
Market Value Underlying (963,236) (536,723)
Derivative Assets (Liabilities), at Fair Value, Net 3,247 (924)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount (10,000) (149,990)
Derivative, Cost Basis 10,039 155,008
Market Value Underlying 10,040 155,969
Financial derivatives–assets, at fair value- 1 961
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount (810,574) (4,400)
Derivative, Cost Basis (850,708) (4,765)
Market Value Underlying (847,300) (4,764)
Financial derivatives–assets, at fair value- 3,408 1
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 174,890 0
Derivative, Cost Basis 178,474 0
Market Value Underlying 174,559 0
Derivative Liability (3,915) 0
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount (108,046) (499,667)
Derivative, Cost Basis (115,775) (531,034)
Market Value Underlying (115,936) (531,959)
Derivative Liability $ (161) $ (925)