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Derivative Instruments Schedule of TBA Securities (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Derivative [Line Items]    
Financial derivatives–assets, at fair value $ 68,770 $ 6,638
Financial derivatives–liabilities, at fair value (3,119) (1,103)
Derivative, Fair Value, Net 65,651 5,535
TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 81,759 216,407
Derivative cost basis 81,498 220,743
Market Value, Underyling 80,834 220,719
Derivative, Fair Value, Net (664) (24)
TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (258,253) (412,632)
Derivative cost basis (234,384) (434,844)
Market Value, Underyling (230,816) (434,262)
Derivative, Fair Value, Net 3,568 582
TBA securities [Member]    
Derivative [Line Items]    
Derivative notional, net (176,494) (196,225)
Derivative cost basis (152,886) (214,101)
Market Value, Underyling (149,982) (213,543)
Derivative, Fair Value, Net 2,904 558
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 0 85,766
Derivative cost basis 0 88,324
Market Value, Underyling 0 88,482
Financial derivatives–assets, at fair value 0 158
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (258,253) (255,987)
Derivative cost basis (234,384) (270,334)
Market Value, Underyling (230,816) (269,584)
Financial derivatives–assets, at fair value 3,568 750
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 81,759 130,641
Derivative cost basis 81,498 132,419
Market Value, Underyling 80,834 132,237
Financial derivatives–liabilities, at fair value (664) (182)
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional 0 (156,645)
Derivative cost basis 0 (164,510)
Market Value, Underyling 0 (164,678)
Financial derivatives–liabilities, at fair value $ 0 $ (168)