Derivative Financial Instruments - Gains and Losses Arising from Derivative Instruments (Details) - Derivatives Not Designated as Hedging Instruments - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020
Interest rate futures
Derivative [Line Items]
Net Realized Gains (Losses) on Derivative Instruments	$ 13,253	$ (14,076)
Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments	(530)	$ (257)
TBAs
Derivative [Line Items]
Net Realized Gains (Losses) on Derivative Instruments	(3,691)
Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments	$ 2,428