Derivative Instruments, Information of TBA Derivatives (Details) - Notional Amount of TBAs, Net [Member] - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
TBA Derivatives [Abstract]
Notional	$ 352,900	$ 332,000
Implied Cost Basis	362,010	339,719
Implied Market Value	362,892	343,849
Net Carrying Value	883	4,130
Purchase Contracts [Member]
TBA Derivatives [Abstract]
Notional	1,364,500	875,000
Implied Cost Basis	1,405,001	904,653
Implied Market Value	1,407,235	911,393
Net Carrying Value	2,235	6,740
Sale Contracts [Member]
TBA Derivatives [Abstract]
Notional	1,011,600	543,000
Implied Cost Basis	(1,042,991)	(564,934)
Implied Market Value	(1,044,343)	(567,544)
Net Carrying Value	$ (1,352)	$ (2,610)