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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Oct. 03, 2022
Dec. 31, 2021
Derivative [Line Items]      
Financial derivatives–assets, at fair value- $ 132,518 $ 7,121 $ 18,894
Derivative Liability 54,198   12,298
Derivative Assets (Liabilities), at Fair Value, Net 78,320   6,596
TBA securities      
Derivative [Line Items]      
Notional Amount 528,441   640,159
Derivative, Cost Basis (494,953)   (679,526)
Market Value Underlying (488,975)   (679,206)
Derivative Assets (Liabilities), at Fair Value, Net 5,978   320
TBA securities | Long      
Derivative [Line Items]      
Notional Amount 163,127   273,223
Derivative, Cost Basis 157,096   272,587
Market Value Underlying 155,089   272,974
Derivative Assets (Liabilities), at Fair Value, Net (2,007)   387
TBA securities | Short      
Derivative [Line Items]      
Notional Amount 691,568   913,382
Derivative, Cost Basis (652,049)   (952,113)
Market Value Underlying (644,064)   (952,180)
Derivative Assets (Liabilities), at Fair Value, Net 7,985   (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 691,568   416,168
Derivative, Cost Basis (652,049)   (439,438)
Market Value Underlying (644,064)   (438,731)
Financial derivatives–assets, at fair value- 7,985   707
Financial Derivatives - Liabilities | TBA securities | Long      
Derivative [Line Items]      
Notional Amount 163,127   76,500
Derivative, Cost Basis 157,096   76,468
Market Value Underlying 155,089   76,333
Derivative Liability (2,007)   (135)
Financial Derivatives - Liabilities | TBA securities | Short      
Derivative [Line Items]      
Notional Amount 0   497,214
Derivative, Cost Basis 0   (512,675)
Market Value Underlying 0   (513,449)
Derivative Liability $ 0   $ (774)