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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 81,183 $ 18,894
Derivative Liability 20,442 12,298
Derivative Assets (Liabilities), at Fair Value, Net 60,741 6,596
TBA securities    
Derivative [Line Items]    
Notional Amount 561,060 640,159
Derivative, Cost Basis (520,012) (679,526)
Market Value Underlying (519,621) (679,206)
Derivative Assets (Liabilities), at Fair Value, Net 391 320
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 51,277 273,223
Derivative, Cost Basis 50,491 272,587
Market Value Underlying 50,620 272,974
Derivative Assets (Liabilities), at Fair Value, Net 129 387
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 612,337 913,382
Derivative, Cost Basis (570,503) (952,113)
Market Value Underlying (570,241) (952,180)
Derivative Assets (Liabilities), at Fair Value, Net 262 (67)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 30,500 196,723
Derivative, Cost Basis 30,142 196,119
Market Value Underlying 30,362 196,641
Financial derivatives–assets, at fair value- 220 522
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 371,904 416,168
Derivative, Cost Basis (343,316) (439,438)
Market Value Underlying (340,367) (438,731)
Financial derivatives–assets, at fair value- 2,949 707
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 20,777 76,500
Derivative, Cost Basis 20,349 76,468
Market Value Underlying 20,258 76,333
Derivative Liability (91) (135)
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 240,433 497,214
Derivative, Cost Basis (227,187) (512,675)
Market Value Underlying (229,874) (513,449)
Derivative Liability $ (2,687) $ (774)