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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 65,082 $ 18,894
Derivative Liability 16,528 12,298
Derivative Assets (Liabilities), at Fair Value, Net 48,554 6,596
TBA securities    
Derivative [Line Items]    
Notional Amount 611,011 640,159
Derivative, Cost Basis (609,075) (679,526)
Market Value Underlying (604,930) (679,206)
Derivative Assets (Liabilities), at Fair Value, Net 4,145 320
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 0 273,223
Derivative, Cost Basis 0 272,587
Market Value Underlying 0 272,974
Derivative Assets (Liabilities), at Fair Value, Net 0 387
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 611,011 913,382
Derivative, Cost Basis (609,075) (952,113)
Market Value Underlying (604,930) (952,180)
Derivative Assets (Liabilities), at Fair Value, Net 4,145 (67)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 0 196,723
Derivative, Cost Basis 0 196,119
Market Value Underlying 0 196,641
Financial derivatives–assets, at fair value- 0 522
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 507,749 416,168
Derivative, Cost Basis (511,208) (439,438)
Market Value Underlying (506,126) (438,731)
Financial derivatives–assets, at fair value- 5,082 707
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 0 (76,500)
Derivative, Cost Basis 0 76,468
Market Value Underlying 0 76,333
Derivative Liability 0 (135)
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 103,262 497,214
Derivative, Cost Basis (97,867) (512,675)
Market Value Underlying (98,804) (513,449)
Derivative Liability $ (937) $ (774)