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Valuation Schedule of Fair Value Measurements (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Dec. 31, 2021
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Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | $ 68,770 | $ 6,638
Financial derivatives–liabilities, at fair value | (3,119) | (1,103)
Fair Value, Recurring [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 68,770 | 6,638
Total mortgage-backed securities, other investments, and financial derivatives–assets, at fair value | 962,279 | 1,318,308
Financial derivatives–liabilities, at fair value | (3,119) | (1,103)
Total U.S. Treasury securities and financial derivatives-liabilities, at fair value | (3,617) | (118,298)
Fair Value, Recurring [Member] | TBA securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 3,568 | 908
Financial derivatives–liabilities, at fair value | (664) | (350)
Fair Value, Recurring [Member] | Interest Rate Swap [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 65,202 | 5,454
Financial derivatives–liabilities, at fair value | (2,373) | (608)
Fair Value, Recurring [Member] | Futures [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value |  | 276
Financial derivatives–liabilities, at fair value | (82) | (145)
Fair Value, Recurring [Member] | Agency RMBS [Member] | 15-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 45,324 | 130,710
Fair Value, Recurring [Member] | Agency RMBS [Member] | 20-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 9,691 | 36,347
Fair Value, Recurring [Member] | Agency RMBS [Member] | 30-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 781,754 | 1,072,904
Fair Value, Recurring [Member] | Agency RMBS [Member] | Adjustable Rate Mortgages |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 8,663 | 11,960
Fair Value, Recurring [Member] | Agency RMBS [Member] | Reverse mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 17,852 | 37,297
Fair Value, Recurring [Member] | Agency RMBS [Member] | Interest-Only [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 9,313 | 10,289
Fair Value, Recurring [Member] | Residential Mortgage Backed Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 893,301 | 1,311,361
Fair Value, Recurring [Member] | Other Investments [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 208 | 309
Fair Value, Recurring [Member] | Other Investments [Member] | Preferred Stock [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 208 | 309
Fair Value, Recurring [Member] | Non-Agency RMBS [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 20,704 | 11,854
Fair Value, Recurring [Member] | US Treasury Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
U.S. Treasury securities sold short, at fair value | (498) | (117,195)
Fair Value, Recurring [Member] | Level 1 [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 0 | 276
Total mortgage-backed securities, other investments, and financial derivatives–assets, at fair value | 208 | 585
Financial derivatives–liabilities, at fair value | (82) | (145)
Total U.S. Treasury securities and financial derivatives-liabilities, at fair value | (82) | (145)
Fair Value, Recurring [Member] | Level 1 [Member] | TBA securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 0 | 0
Financial derivatives–liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Interest Rate Swap [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 0 | 0
Financial derivatives–liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Futures [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value |  | 276
Financial derivatives–liabilities, at fair value | (82) | (145)
Fair Value, Recurring [Member] | Level 1 [Member] | US Treasury Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
U.S. Treasury securities sold short, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Agency RMBS [Member] | 15-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Agency RMBS [Member] | 20-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Agency RMBS [Member] | 30-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Agency RMBS [Member] | Adjustable Rate Mortgages |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Agency RMBS [Member] | Reverse mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Agency RMBS [Member] | Interest-Only [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Residential Mortgage Backed Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 1 [Member] | Other Investments [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 208 | 309
Fair Value, Recurring [Member] | Level 1 [Member] | Other Investments [Member] | Preferred Stock [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 208 | 309
Fair Value, Recurring [Member] | Level 1 [Member] | Non-Agency RMBS [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 2 [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 68,770 | 6,362
Total mortgage-backed securities, other investments, and financial derivatives–assets, at fair value | 946,152 | 1,304,810
Financial derivatives–liabilities, at fair value | (3,037) | (958)
Total U.S. Treasury securities and financial derivatives-liabilities, at fair value | (3,535) | (118,153)
Fair Value, Recurring [Member] | Level 2 [Member] | TBA securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 3,568 | 908
Financial derivatives–liabilities, at fair value | (664) | (350)
Fair Value, Recurring [Member] | Level 2 [Member] | Interest Rate Swap [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 65,202 | 5,454
Financial derivatives–liabilities, at fair value | (2,373) | (608)
Fair Value, Recurring [Member] | Level 2 [Member] | Futures [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value |  | 0
Financial derivatives–liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 2 [Member] | Agency RMBS [Member] | 15-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 45,324 | 130,710
Fair Value, Recurring [Member] | Level 2 [Member] | Agency RMBS [Member] | 20-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 9,691 | 36,347
Fair Value, Recurring [Member] | Level 2 [Member] | Agency RMBS [Member] | 30-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 781,754 | 1,072,904
Fair Value, Recurring [Member] | Level 2 [Member] | Agency RMBS [Member] | Adjustable Rate Mortgages |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 8,663 | 11,960
Fair Value, Recurring [Member] | Level 2 [Member] | Agency RMBS [Member] | Reverse mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 17,852 | 37,297
Fair Value, Recurring [Member] | Level 2 [Member] | Agency RMBS [Member] | Interest-Only [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 5,228 | 4,635
Fair Value, Recurring [Member] | Level 2 [Member] | Residential Mortgage Backed Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 877,382 | 1,298,448
Fair Value, Recurring [Member] | Level 2 [Member] | Other Investments [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 2 [Member] | Other Investments [Member] | Preferred Stock [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 2 [Member] | Non-Agency RMBS [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 8,870 | 4,595
Fair Value, Recurring [Member] | Level 2 [Member] | US Treasury Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
U.S. Treasury securities sold short, at fair value | (498) | (117,195)
Fair Value, Recurring [Member] | Level 3 [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 0 | 0
Total mortgage-backed securities, other investments, and financial derivatives–assets, at fair value | 15,919 | 12,913
Financial derivatives–liabilities, at fair value | 0 | 0
Total U.S. Treasury securities and financial derivatives-liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | TBA securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 0 | 0
Financial derivatives–liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Interest Rate Swap [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value | 0 | 0
Financial derivatives–liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Futures [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Financial derivatives-assets, at fair value |  | 0
Financial derivatives–liabilities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Agency RMBS [Member] | 15-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Agency RMBS [Member] | 20-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Agency RMBS [Member] | 30-year fixed rate mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Agency RMBS [Member] | Adjustable Rate Mortgages |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Agency RMBS [Member] | Reverse mortgages [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Agency RMBS [Member] | Interest-Only [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 4,085 | 5,654
Fair Value, Recurring [Member] | Level 3 [Member] | Residential Mortgage Backed Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 15,919 | 12,913
Fair Value, Recurring [Member] | Level 3 [Member] | Other Investments [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Other Investments [Member] | Preferred Stock [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 0 | 0
Fair Value, Recurring [Member] | Level 3 [Member] | Non-Agency RMBS [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities, at fair value | 11,834 | 7,259
Fair Value, Recurring [Member] | Level 3 [Member] | US Treasury Securities [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
U.S. Treasury securities sold short, at fair value | $ 0 | $ 0

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Data Type: | na
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