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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2023 | Sep. 30, 2022 | Sep. 30, 2023 | Sep. 30, 2022
Derivative [Line Items] |  |  |  |
Gain on derivative instruments, net | $ 146,953 | $ 96,947 | $ 195,698 | $ 423,570
Interest rate swaptions |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 0 | (4,202) | 0 | 47,738
Options on U.S. Treasury futures |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 6,523 | 630 | 1,055 | 630
Short position | U.S. Treasury futures |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments | 210,227 | 281,827 | 275,073 | 721,236
Long position | TBA securities |  |  |  |
Derivative [Line Items] |  |  |  |
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net | $ (69,797) | $ (181,308) | $ (80,430) | $ (346,034)

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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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