Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Derivative [Line Items]
Gain (loss) on derivative instruments, net	$ 106,412	$ (52,940)	$ 326,623	$ 54,861
U.S. Treasury futures
Derivative [Line Items]
Gain (loss) on derivative instruments, net	150,475	(63,184)	439,408	32,464
Interest rate swaptions
Derivative [Line Items]
Gain (loss) on derivative instruments, net	26,502	(19,062)	51,940	38,701
Options on U.S. Treasury futures
Derivative [Line Items]
Gain (loss) on derivative instruments, net	0	(11,531)	0	1,086
Long position | TBA securities
Derivative [Line Items]
Gain (loss) on derivative instruments, net	$ (70,565)	$ 40,837	$ (164,725)	$ (17,390)