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Derivative Instruments - Gain or Loss (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Amounts recognized on the statements of operations related to the Company's derivatives    
Return (Recovery) of Basis $ 3 $ 1,655
Total (950) 6,936
Derivative instruments not accounted as hedges under GAAP    
Amounts recognized on the statements of operations related to the Company's derivatives    
Other Settlements/ Expirations 0 15
Variation Margin Settlement (2,184) 5,540
Return (Recovery) of Basis 2 (72)
Mark-to-Market 3 1,655
Contractual interest income (expense), net 1,229 (202)
Total (950) 6,936
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP    
Amounts recognized on the statements of operations related to the Company's derivatives    
Other Settlements/ Expirations 0 0
Variation Margin Settlement (2,184) 5,540
Return (Recovery) of Basis 0 0
Mark-to-Market (61) (449)
Contractual interest income (expense), net 1,220 (291)
Total (1,025) 4,800
Interest-Only Strips— accounted for as derivatives | Derivative instruments not accounted as hedges under GAAP    
Amounts recognized on the statements of operations related to the Company's derivatives    
Other Settlements/ Expirations 0 0
Variation Margin Settlement 0 0
Return (Recovery) of Basis 2 (72)
Mark-to-Market 64 (109)
Contractual interest income (expense), net 9 89
Total $ 75 (92)
Credit default swaps | Derivative instruments not accounted as hedges under GAAP    
Amounts recognized on the statements of operations related to the Company's derivatives    
Other Settlements/ Expirations   15
Variation Margin Settlement   0
Return (Recovery) of Basis   0
Mark-to-Market   2,213
Contractual interest income (expense), net   0
Total   $ 2,228