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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands | 3 Months Ended
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Mar. 31, 2022 | Mar. 31, 2021
Derivative [Line Items] |  |
Gain on derivative instruments, net | $ 220,211 | $ 107,801
U.S. Treasury futures |  |
Derivative [Line Items] |  |
Gain on derivative instruments, net | 288,934 | 95,647
Interest rate swaptions |  |
Derivative [Line Items] |  |
Gain on derivative instruments, net | 25,438 | 57,763
Options on U.S. Treasury futures |  |
Derivative [Line Items] |  |
Gain on derivative instruments, net | 0 | 12,617
Interest rate swaps |  |
Derivative [Line Items] |  |
Gain on derivative instruments, net | 220,211 | 107,801
Long position | TBA securities |  |
Derivative [Line Items] |  |
Gain on derivative instruments, net | $ (94,161) | $ (58,226)

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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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