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Derivative Instruments, Information of TBA Derivatives (Details) - Notional Amount of TBAs, Net [Member] - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
TBA Derivatives [Abstract]    
Notional $ 166,600 $ 439,000
Implied Cost Basis 173,817 443,827
Implied Fair Value 166,449 442,819
Net Carrying Value (7,368) (1,007)
Purchase Contracts [Member]    
TBA Derivatives [Abstract]    
Notional 1,075,500 970,500
Implied Cost Basis 1,069,521 988,173
Implied Fair Value 1,053,940 987,146
Net Carrying Value (15,581) (1,026)
Sale Contracts [Member]    
TBA Derivatives [Abstract]    
Notional 908,900 531,500
Implied Cost Basis (895,704) (544,346)
Implied Fair Value (887,491) (544,327)
Net Carrying Value $ 8,213 $ 19