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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 15,976 $ 15,479
Derivative Liability 14,119 24,553
Derivative Assets (Liabilities), at Fair Value, Net 1,857 (9,074)
TBA securities    
Derivative [Line Items]    
Notional Amount 632,368 354,077
Derivative, Cost Basis (676,594) (380,791)
Market Value Underlying (677,276) (380,754)
Derivative Assets (Liabilities), at Fair Value, Net (682) 37
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 291,283 149,990
Derivative, Cost Basis 294,634 155,008
Market Value Underlying 292,038 155,969
Derivative Assets (Liabilities), at Fair Value, Net (2,596) 961
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 923,651 504,067
Derivative, Cost Basis (971,228) (535,799)
Market Value Underlying (969,314) (536,723)
Derivative Assets (Liabilities), at Fair Value, Net 1,914 (924)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 0 149,990
Derivative, Cost Basis 0 155,008
Market Value Underlying 0 155,969
Financial derivatives–assets, at fair value- 0 961
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 596,773 4,400
Derivative, Cost Basis (623,051) (4,765)
Market Value Underlying (620,652) (4,764)
Financial derivatives–assets, at fair value- 2,399 1
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 291,283 0
Derivative, Cost Basis 294,634 0
Market Value Underlying 292,038 0
Derivative Liability (2,596) 0
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 326,878 499,667
Derivative, Cost Basis (348,177) (531,034)
Market Value Underlying (348,662) (531,959)
Derivative Liability $ (485) $ (925)