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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Derivative [Line Items]        
Gain on derivative instruments, net $ 96,947 $ 9,603 $ 423,570 $ 64,463
Realized gain (loss) on derivative 149,600 (71,708) 485,960 15,962
Interest rate swaptions        
Derivative [Line Items]        
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments (4,202) 3,985 47,738 42,686
Options on U.S. Treasury futures        
Derivative [Line Items]        
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 630 (3,226) 630 (2,141)
Short position | U.S. Treasury futures        
Derivative [Line Items]        
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 281,827 11,209 721,236 43,673
Long position | TBA securities        
Derivative [Line Items]        
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net $ (181,308) $ (2,365) $ (346,034) $ (19,755)