Derivative Instruments - Derivative Gains and Losses Recognized Within the Periods (Details) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Interest rate derivative gains, net		$ 4,076	$ (2,309)	$ 12,863	$ 4,761
Losses on commitments		2,577	(1,018)	(1,289)	(8,526)
Total derivative gains, net		6,653	(3,327)	11,574	(3,765)
Interest Rate Swap
Interest rate derivative gains, net		4,076	(3,181)	13,649	1,199
Interest Rate Swaps Net Interest Expense
Interest rate derivative gains, net	[1]	258	(379)	(315)	(2,276)
Unrealized Gains, Net
Interest rate derivative gains, net		(1,420)	(3,951)	5,277	3,597
Interest Rate Swaps (Gains) Losses Realized Upon Early Termination, Net
Interest rate derivative gains, net		5,238	1,149	8,687	(122)
Options on U.S. Treasury Note Futures, Net
Interest rate derivative gains, net		0	0	(4)	(20)
TBA Dollar Roll Income
Losses on commitments	[2]	(421)	1,064	682	3,678
Other Losses on TBA Commitments, Net
Losses on commitments		2,998	(2,082)	(1,971)	(12,204)
U.S. Treasury Note Futures, Net
Interest rate derivative gains, net		$ 0	$ 872	$ (782)	$ 3,582

[1] Represents the periodic net interest settlement incurred during the period (often referred to as “net interest carry”). Also includes “price alignment interest” income earned or expense incurred on cumulative variation margin paid or received, respectively, associated with centrally cleared interest rate swap agreements.

[2] Represents the price discount of forward-settling TBA purchases (sales) relative to a contemporaneously executed “spot” TBA sale (purchase), which economically equates to net interest income (expense) that is earned (incurred) ratably over the period beginning on the settlement date of the sale (purchase) and ending on the settlement date of the forward-settling purchase (sale).