Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Derivative [Line Items]
Gain (loss) on derivative instruments, net	$ 81,417	$ (172,290)	$ (186,949)
Interest rate swaps
Derivative [Line Items]
Gain (loss) on derivative instruments, net	0	(182,942)	(202,450)
Interest rate swaptions
Derivative [Line Items]
Gain (loss) on derivative instruments, net	40,330	680	(5,607)
U.S. Treasury futures
Derivative [Line Items]
Gain (loss) on derivative instruments, net	61,215	(15,046)	2,250
Options on U.S. Treasury futures
Derivative [Line Items]
Gain (loss) on derivative instruments, net	(2,141)	(26,186)	(1,422)
Long position | TBA securities
Derivative [Line Items]
Gain (loss) on derivative instruments, net	(17,987)	61,245	20,020
Short position | TBA securities
Derivative [Line Items]
Gain (loss) on derivative instruments, net	$ 0	$ (10,041)	$ 260