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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands | 12 Months Ended
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Dec. 31, 2022 | Dec. 31, 2021 | Dec. 31, 2020
Derivative [Line Items] |  |  |
Gain (loss) on derivative instruments, net | $ 436,007 | $ 81,417 | $ (172,290)
Interest rate swaps |  |  |
Derivative [Line Items] |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments |  |  | (182,942)
Interest rate swaptions |  |  |
Derivative [Line Items] |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 47,738 | 40,330 | 680
Options on U.S. Treasury futures |  |  |
Derivative [Line Items] |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | (431) | (2,141) | (26,186)
Short position | U.S. Treasury futures |  |  |
Derivative [Line Items] |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 724,347 | 61,215 | (15,046)
Short position | TBA securities |  |  |
Derivative [Line Items] |  |  |
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net |  |  | (10,041)
Long position | TBA securities |  |  |
Derivative [Line Items] |  |  |
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net | $ (335,647) | $ (17,987) | $ 61,245

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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 https://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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959 + Details
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- Definition Aggregate net gain and losses (whether realized or unrealized) on all derivative instruments held for trading purposes whether or not settled physically. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4F -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624186-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 9 -URI https://asc.fasb.org/extlink&oid=126966630&loc=d3e41322-113958 + Details
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- Definition 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. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959 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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959 + Details
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