Derivative Instruments, Realized Gain (Loss) Related to Derivatives (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2022	Mar. 31, 2021
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net		$ (10,638)	$ (540)
Interest Rate Swaps [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Periodic interest income		915	1,300
U.S. Treasury Futures Options [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net		(190)	0
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net		(11,554)	(1,882)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | Interest Rate Swaps [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net	[1]	(1,191)	57
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | Swaptions [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net		0	(273)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | TBAs [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net		(15,443)	(582)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives [Member] | U.S. Treasury Futures [Member]
Derivative, Gain (Loss) on Derivative, Net [Abstract]
Realized loss on derivatives, net		$ 5,270	$ (1,084)

[1] Excludes interest rate swap periodic interest income of $915,000 and $1.3 million, for the three-month periods ended March 31, 2022 and March 31, 2021, respectively.