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Other Assets - Impact of Derivative Instruments on Earnings (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Deferred Costs, Capitalized, Prepaid, and Other Assets Disclosure [Abstract]      
Income on swap variable receive leg $ 158,554 $ 52,395 $ 34
Expense on swap fixed pay leg (51,400) (42,353) (703)
Unrealized mark-to-market gain/(loss) (91,696) 208,712 70
Net price alignment expense on margin collateral received (11,697) (2,762) 0
Net gain on TBA short positions 0 39,187 2,025
Total Net gain/(loss) on derivatives used for risk management purposes $ 3,761 $ 255,179 $ 1,426