Derivatives - Location and Information of Derivatives (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives, net	[1]	$ 206,272	$ (96,393)	$ 450,906	$ 22,227
Interest rate swap contracts
Derivative Instruments, Gain (Loss) [Line Items]
Interest income		11,913	884	13,632	1,756
Interest expense		(10,376)	(8,734)	(18,361)	(13,182)
Changes in fair value		220,485	(131,815)	570,584	54,145
Gain (loss) on derivatives, net		222,022	(139,665)	565,855	42,719
Futures contracts
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss) on derivatives		(9)	0	(9)	0
Changes in fair value		2,160	0	2,160	0
Gain (loss) on derivatives, net		2,151	0	2,151	0
TBA Agency Securities
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss) on derivatives		(15,732)	4,201	(111,531)	(19,583)
Changes in fair value		(2,169)	39,071	(5,569)	(909)
Gain (loss) on derivatives, net		$ (17,901)	$ 43,272	$ (117,100)	$ (20,492)

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