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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 13,028 $ 15,479
Derivative Liability 14,171 24,553
Derivative Assets (Liabilities), at Fair Value, Net (1,143) (9,074)
TBA securities    
Derivative [Line Items]    
Notional Amount 567,848 354,077
Derivative, Cost Basis (606,785) (380,791)
Market Value Underlying (605,086) (380,754)
Derivative Assets (Liabilities), at Fair Value, Net 1,699 37
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 217,773 149,990
Derivative, Cost Basis 219,886 155,008
Market Value Underlying 220,292 155,969
Derivative Assets (Liabilities), at Fair Value, Net 406 961
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 785,621 504,067
Derivative, Cost Basis (826,671) (535,799)
Market Value Underlying (825,378) (536,723)
Derivative Assets (Liabilities), at Fair Value, Net 1,293 (924)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 201,583 149,990
Derivative, Cost Basis 203,425 155,008
Market Value Underlying 203,835 155,969
Financial derivatives–assets, at fair value- 410 961
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 561,521 4,400
Derivative, Cost Basis (594,634) (4,765)
Market Value Underlying (593,016) (4,764)
Financial derivatives–assets, at fair value- 1,618 1
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 16,190 0
Derivative, Cost Basis 16,461 0
Market Value Underlying 16,457 0
Derivative Liability (4) 0
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 224,100 499,667
Derivative, Cost Basis (232,037) (531,034)
Market Value Underlying (232,362) (531,959)
Derivative Liability $ (325) $ (925)