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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 160,043 $ 18,894
Derivative Liability 50,418 12,298
Derivative Assets (Liabilities), at Fair Value, Net 109,625 6,596
TBA securities    
Derivative [Line Items]    
Notional Amount 684,091 640,159
Derivative, Cost Basis (648,584) (679,526)
Market Value Underlying (620,266) (679,206)
Derivative Assets (Liabilities), at Fair Value, Net 28,318 320
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 57,507 273,223
Derivative, Cost Basis 54,452 272,587
Market Value Underlying 53,723 272,974
Derivative Assets (Liabilities), at Fair Value, Net (729) 387
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 741,598 913,382
Derivative, Cost Basis (703,036) (952,113)
Market Value Underlying (673,989) (952,180)
Derivative Assets (Liabilities), at Fair Value, Net 29,047 (67)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 15,000 196,723
Derivative, Cost Basis 15,089 196,119
Market Value Underlying 15,149 196,641
Financial derivatives–assets, at fair value- 60 522
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 737,295 416,168
Derivative, Cost Basis (698,855) (439,438)
Market Value Underlying (669,799) (438,731)
Financial derivatives–assets, at fair value- 29,056 707
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 42,507 76,500
Derivative, Cost Basis 39,363 76,468
Market Value Underlying 38,574 76,333
Derivative Liability (789) (135)
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 4,303 497,214
Derivative, Cost Basis (4,181) (512,675)
Market Value Underlying (4,190) (513,449)
Derivative Liability $ (9) $ (774)