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Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]      
Gain (loss) on derivative instruments, net $ 436,007 $ 81,417 $ (172,290)
Interest rate swaps      
Derivative [Line Items]      
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments     (182,942)
Interest rate swaptions      
Derivative [Line Items]      
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 47,738 40,330 680
Options on U.S. Treasury futures      
Derivative [Line Items]      
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments (431) (2,141) (26,186)
Short position | U.S. Treasury futures      
Derivative [Line Items]      
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 724,347 61,215 (15,046)
Short position | TBA securities      
Derivative [Line Items]      
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net     (10,041)
Long position | TBA securities      
Derivative [Line Items]      
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net $ (335,647) $ (17,987) $ 61,245