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Derivative Instruments Schedule of TBA Securities (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Derivative [Line Items]    
Financial derivatives–assets, at fair value $ 70,518 $ 68,770
Financial derivatives–liabilities, at fair value (2,481) (3,119)
Derivative, Fair Value, Net 68,037 65,651
TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 117,009 81,759
Derivative cost basis 114,911 81,498
Market Value, Underyling 114,421 80,834
Derivative, Fair Value, Net (490) (664)
TBA securities [Member]    
Derivative [Line Items]    
Derivative notional, net (126,523) (176,494)
Derivative cost basis (102,777) (152,886)
Market Value, Underyling (102,485) (149,982)
Derivative, Fair Value, Net 292 2,904
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 17,500 0
Derivative cost basis 17,137 0
Market Value, Underyling 17,148 0
Financial derivatives–assets, at fair value 11 0
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (243,532) (258,253)
Derivative cost basis (217,688) (234,384)
Market Value, Underyling (216,906) (230,816)
Financial derivatives–assets, at fair value 782 3,568
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 99,509 81,759
Derivative cost basis 97,774 81,498
Market Value, Underyling 97,273 80,834
Financial derivatives–liabilities, at fair value $ (501) $ (664)