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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended
--- | --- | ---
Jun. 30, 2023 | Jun. 30, 2022 | Jun. 30, 2023 | Jun. 30, 2022
Derivative [Line Items] |  |  |  |
Gain on derivative instruments, net | $ 116,012 | $ 106,412 | $ 48,745 | $ 326,623
Interest rate swaptions |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 0 | 26,502 | 0 | 51,940
Options on U.S. Treasury futures |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | (1,211) | 0 | (5,468) | 0
Short position | U.S. Treasury futures |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 171,219 | 150,475 | 64,846 | 439,408
Long position | TBA securities |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net | $ (53,996) | $ (70,565) | $ (10,633) | $ (164,725)

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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://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4C Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Name Accounting Standards Codification -Section 50 -Paragraph 4CC -SubTopic 10 -Topic 815 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4CC + 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 -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 9 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480463/815-10-45-9 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4F -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4F + 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 -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (e) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4C Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4A + Details
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