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Derivative Instruments - Derivative Instruments Effects on Operating Results (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives $ 0 $ 0 $ 0 $ 201,000
Net gains (losses) on derivatives 0 0 0 (304,052)
Realized loss on terminations of interest rate swaps $ 0 $ 0 0 463,966
Interest Rate Swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives     0 204,611
Net realized gains (losses) on derivatives     0 (470,352)
Treasury Futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives     0 (3,611)
Net realized gains (losses) on derivatives     0 (34,700)
Swaptions        
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives     0 0
Net realized gains (losses) on derivatives     $ 0 $ 0