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Offsetting Assets and Liabilities (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Derivative Assets    
Gross Amounts $ 1,163 $ 1,726
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets presented in the Consolidated Balance Sheets 1,163 1,726
Net Amounts of Assets presented in the Consolidated Balance Sheets 105 161
Gross amounts not offset in the consolidated balance sheets, financial instruments (1,163) (1,726)
Gross amounts not offset in the consolidated balance sheets, cash collateral 0 0
Net Amount 0 0
Derivative Liabilities and Repurchase Agreements    
Gross amounts of derivative liability, fair value 602 656
Gross  amounts offset in the consolidated balance sheets, derivative liability, at fair value 0 0
Derivative liability, at fair value 602 656
Gross amounts not offset in the consolidated balance sheets, financial instruments, derivative liability, at fair value (105) (161)
Gross amounts not offset in the consolidated balance sheets, cash collateral, derivative liability, at fair value (497) (495)
Derivative liability, at fair value, net Amount 0 0
Gross amounts of repurchase agreements 617,189 356,923
Gross amounts offset in the consolidated balance sheets, repurchase agreements 0 0
Repurchase agreement, net amounts of assets presented in consolidated balance sheets 617,189 356,923
Gross amounts not offset in the consolidated balance sheets, financial instruments, repurchase agreements (617,189) (356,923)
Gross amounts not offset in the consolidated balance sheets, cash collateral, repurchase agreements 0 0
Repurchase agreements, net amount 0 0
Gross amounts of total liabilities 617,791 357,579
Gross amounts  offset in the consolidated balance  sheets, total liabilities 0 0
Total liabilities, net amounts of assets presented in consolidated balance sheets 617,791 357,579
Gross amounts not offset in the consolidated balance sheets, financial instruments, total liabilities (617,294) (357,084)
Derivative liability, net amount 0 0
Derivative liability, cash collateral pledged 1,400 510
Fair value of investments pledged against repurchase agreements 787,100 682,900
Agency RMBS Interest-Only Strips accounted for as derivatives, included in MBS    
Derivative Assets    
Gross Amounts 1,058 1,565
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets presented in the Consolidated Balance Sheets 1,058 1,565
Gross amounts not offset in the consolidated balance sheets, financial instruments (1,058) (1,565)
Gross amounts not offset in the consolidated balance sheets, cash collateral 0 0
Net Amount 0 0
Derivative asset    
Derivative Assets    
Gross Amounts 105 161
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets presented in the Consolidated Balance Sheets 105 161
Gross amounts not offset in the consolidated balance sheets, financial instruments (105) (161)
Gross amounts not offset in the consolidated balance sheets, cash collateral 0 0
Net Amount $ 0 $ 0