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Offsetting Assets and Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Derivative Assets    
Gross  Amounts $ 2,476 $ 1,163
Gross  Amounts  Offset in the Consolidated Balance  Sheets  0 0
Net Amounts of Assets  presented in  the Consolidated Balance  Sheets 2,476 1,163
Gross Amounts Not Offset in the Consolidated Balance Sheets, Financial  Instruments (571) (1,163)
Gross Amounts Not Offset in the Consolidated Balance Sheets, Cash  Collateral 0 0
Net Amount 1,905 0
Derivative Liabilities and Repurchase Agreements    
Gross amounts, derivative liability, at fair value 1,872 602
Gross  amounts offset in the consolidated balance sheets, derivative liability, at fair value 0 0
Derivative liability, at fair value 1,872 602
Gross amounts not offset in the consolidated balance sheets, financial instruments, derivative liability, at fair value (365) (105)
Gross amounts not offset in the consolidated balance sheets, cash collateral, derivative liability, at fair value (1,467) (497)
Derivative liability, at fair value, net Amount 40 0
Gross amounts of repurchase agreements 555,076 617,189
Gross amounts offset in the consolidated balance sheets, repurchase agreements 0 0
Repurchase agreements, net 555,076 617,189
Gross amounts not offset in the consolidated balance sheets, financial instruments, repurchase agreements (555,010) (617,189)
Gross amounts not offset in the consolidated balance sheets, cash collateral, repurchase agreements (66) 0
Repurchase agreements, net amount 0 0
Gross amounts of total liabilities 556,948 617,791
Gross amounts  offset in the consolidated balance  sheets, total liabilities 0 0
Total liabilities, net amounts of assets presented in consolidated balance sheets 556,948 617,791
Gross amounts not offset in the consolidated balance sheets, financial instruments, total liabilities (555,375) (617,294)
Gross Amounts Not Offset in the Consolidated Balance Sheets, cash collateral, total liability (1,533) (497)
Total liabilities, net amount 40 0
Fair value of investments pledged against repurchase agreements 708,500 787,100
Derivative Counterparties    
Derivative Liabilities and Repurchase Agreements    
Gross Amounts Not Offset in the Consolidated Balance Sheets, cash collateral, total liability (5,000) (1,400)
Agency and Non-Agency Interest-Only Strips, accounted for as derivatives included in MBS    
Derivative Assets    
Gross  Amounts 728 1,058
Gross  Amounts  Offset in the Consolidated Balance  Sheets  0 0
Net Amounts of Assets  presented in  the Consolidated Balance  Sheets 728 1,058
Gross Amounts Not Offset in the Consolidated Balance Sheets, Financial  Instruments (206) (1,058)
Gross Amounts Not Offset in the Consolidated Balance Sheets, Cash  Collateral 0 0
Net Amount 522 0
Derivative asset, at fair value    
Derivative Assets    
Gross  Amounts 1,748 105
Gross  Amounts  Offset in the Consolidated Balance  Sheets  0 0
Net Amounts of Assets  presented in  the Consolidated Balance  Sheets 1,748 105
Gross Amounts Not Offset in the Consolidated Balance Sheets, Financial  Instruments (365) (105)
Gross Amounts Not Offset in the Consolidated Balance Sheets, Cash  Collateral 0 0
Net Amount $ 1,383 $ 0