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Derivative Instruments, Realized Gain (Loss) Related to Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net $ (10,139) $ 4,558 $ (14,880) $ (14,198)
Not Designated as Hedging Instrument [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net (10,139) 4,558 (14,880) (14,198)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Interest Rate Swaps [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net (209) (6,759) (292) (54,624)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Swaptions [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net (321) (212) (594) (212)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | TBAs [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net (7,473) (115) (10,739) 344
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Treasury Futures [Member]        
Derivative, Gain (Loss) on Derivative, Net [Abstract]        
Realized gain (loss) on derivatives, net $ (2,136) $ 11,644 $ (3,255) $ 40,294