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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands | 12 Months Ended
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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

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- Definition Amount of realized and unrealized gain (loss) of derivative instruments not designated or qualifying as hedging instruments. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4CC -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL109998890-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959 + Details
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