Derivatives - Location and Information of Derivatives (Details) - USD ($) $ in Thousands |
3 Months Ended | 9 Months Ended | ||||
|---|---|---|---|---|---|---|
Sep. 30, 2020 |
Sep. 30, 2019 |
Sep. 30, 2020 |
Sep. 30, 2019 |
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||||
| Realized gain (loss) on derivatives | [1] | $ 20,866 | $ (85,076) | $ (394,850) | $ (200,198) | |
| Changes in fair value | 6,866 | 3,845 | 46,304 | (216,526) | ||
| Subtotal | 27,732 | (81,231) | (348,546) | (416,724) | ||
| Interest rate swap contracts | ||||||
| Derivative Instruments, Gain (Loss) [Line Items] | ||||||
| Realized gain (loss) on derivatives | 0 | (93,378) | (461,374) | (237,725) | ||
| Interest income | 1,136 | 43,021 | 28,937 | 154,813 | ||
| Interest expense | (2,603) | (35,520) | (43,172) | (128,983) | ||
| Changes in fair value | 13,478 | 10,376 | 43,030 | (205,759) | ||
| Subtotal | 12,011 | (75,501) | (432,579) | (417,654) | ||
| TBA Agency Securities | ||||||
| Derivative Instruments, Gain (Loss) [Line Items] | ||||||
| Realized gain (loss) on derivatives | 22,333 | 801 | 80,759 | 11,697 | ||
| Changes in fair value | (6,612) | (6,531) | 3,274 | (10,767) | ||
| Subtotal | $ 15,721 | $ (5,730) | $ 84,033 | $ 930 | ||
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