Derivative Financial Instruments - Gains and Losses Arising from Derivative Instruments (Details) - Derivatives Not Designated as Hedging Instruments - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2022	Mar. 31, 2021
Interest rate futures
Derivative [Line Items]
Net Realized Gains (Losses) on Derivative Instruments	$ 19,684	$ 1,702
Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments	14,007	1,677
TBAs
Derivative [Line Items]
Net Realized Gains (Losses) on Derivative Instruments	14,413	(373)
Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments	$ 1,319	$ (67)