Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands	3 Months Ended
Mar. 31, 2023	Mar. 31, 2022
Derivative [Line Items]
(Loss) gain on derivative instruments, net	$ (67,267)	$ 220,211
Interest rate swaptions
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	0	25,438
Options on U.S. Treasury futures
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(4,258)	0
Short position \| U.S. Treasury futures
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(106,373)	288,934
Long position \| TBA securities
Derivative [Line Items]
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net	$ 43,364	$ (94,161)

Amount of realized and unrealized gain (loss) of derivative instruments not designated or qualifying as hedging instruments.

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Aggregate net gain and losses (whether realized or unrealized) on all derivative instruments held for trading purposes whether or not settled physically.

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Amount of gain (loss) included in earnings for the period from the increase (decrease) in fair value of interest rate derivatives not designated as hedging instruments.

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