Derivatives - Location and Information of Derivatives (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2022	Mar. 31, 2021
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss) on derivatives	[1]	$ (102,065)	$ (27,360)
Changes in fair value		346,699	145,980
Subtotal		244,634	118,620
Interest rate swap contracts
Derivative Instruments, Gain (Loss) [Line Items]
Interest income		1,719	872
Interest expense		(7,985)	(4,448)
Changes in fair value		350,099	185,960
Subtotal		343,833	182,384
TBA Agency Securities
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss) on derivatives		(95,799)	(23,784)
Changes in fair value		(3,400)	(39,980)
Subtotal		$ (99,199)	$ (63,764)

[1] Interest expense related to our interest rate swap contracts is recorded in realized loss on derivatives on the consolidated statements of operations. For additional information, see financial statement Note 7.