Derivatives - Location and Information of Derivatives (Details) - USD ($) $ in Thousands		12 Months Ended
		Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)	[1]	$ (98,143)	$ (378,208)	$ (213,996)
Unrealized gain (loss) on derivatives		150,324	94,055	(136,127)
Subtotal		52,181	(284,153)	(350,123)
Interest rate swap contracts
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)		(58,637)	(461,374)	(237,725)
Interest income		4,123	30,076	187,899
Interest expense		(29,241)	(46,069)	(162,529)
Unrealized gain (loss) on derivatives		157,281	81,287	(132,303)
Subtotal		73,526	(396,080)	(344,658)
Futures Contracts
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)		2	0	0
Subtotal		2	0	0
TBA Agency Securities
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)		(14,390)	99,159	(1,641)
Unrealized gain (loss) on derivatives		(6,957)	12,768	(3,824)
Subtotal		$ (21,347)	$ 111,927	$ (5,465)

[1] Interest expense related to our interest rate swap contracts is recorded as realized loss on derivatives on the consolidated statements of operations. For additional information, see Note 8 to the consolidated financial statements.