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Derivative Instruments Schedule of Gains and Losses on Derivative Instruments (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps $ 3,942 $ (232) $ 5,711 $ (848)
Net realized gains (losses) other than on periodic settements of interest rate swaps 20,285 30,709 20,259 46,678
Net realized gains (losses) on financial derivatives 24,227 30,477 25,970 45,830
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps 1,118 (328) 3,550 (371)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (7,666) (3,100) (20,649) 24,697
Change in net unrealized gains (losses) on financial derivatives (6,548) (3,428) (17,099) 24,326
Interest Rate Swap [Member]        
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps 3,942 (232) 5,711 (848)
Net realized gains (losses) other than on periodic settements of interest rate swaps 19,703 9,339 16,643 8,527
Net realized gains (losses) on financial derivatives 23,645 9,107 22,354 7,679
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps 1,118 (328) 3,550 (371)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (7,476) 7,973 (17,433) 26,929
Change in net unrealized gains (losses) on financial derivatives (6,358) 7,645 (13,883) 26,558
TBA securities [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps 266 9,075 3,799 16,802
Net realized gains (losses) on financial derivatives 266 9,075 3,799 16,802
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2,137 (3,022) (2,613) (2,060)
Change in net unrealized gains (losses) on financial derivatives 2,137 (3,022) (2,613) (2,060)
Futures [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps 334 12,295 (165) 21,349
Net realized gains (losses) on financial derivatives 334 12,295 (165) 21,349
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (2,209) (8,051) (485) (172)
Change in net unrealized gains (losses) on financial derivatives (2,209) $ (8,051) (485) $ (172)
Credit Default Swap        
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps    
Net realized gains (losses) other than on periodic settements of interest rate swaps (18)   (18)  
Net realized gains (losses) on financial derivatives (18)   (18)  
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps    
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (118)   (118)  
Change in net unrealized gains (losses) on financial derivatives $ (118)   $ (118)