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Other Assets - Impact of Derivative Instruments on Earnings (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]      
Income on swap variable receive leg $ 52,395 $ 34 $ 933
Expense on swap fixed pay leg (42,353) (703) (1,503)
Unrealized mark-to-market gain 247,898 2,095 (60,680)
Net price alignment expense on margin collateral received (2,761) 0 0
Net gain on TBA short positions 39,186 2,025 0
Total Net gain/(loss) on derivatives used for risk management purposes 255,179 1,426 (61,249)
Agreements with mark-to-market collateral provisions      
Derivative [Line Items]      
Unrealized mark-to-market gain 208,712 70 5,708
Designated as Hedging Instrument      
Derivative [Line Items]      
Loss of swaps designated and not designated hedges for accounting purpose 0 0 (57,034)
Not Designated as Hedging Instrument      
Derivative [Line Items]      
Loss of swaps designated and not designated hedges for accounting purpose $ 0 $ 0 $ (9,353)