Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands	3 Months Ended	9 Months Ended
Sep. 30, 2023	Sep. 30, 2022	Sep. 30, 2023	Sep. 30, 2022
Derivative [Line Items]
Gain on derivative instruments, net	$ 146,953	$ 96,947	$ 195,698	$ 423,570
Interest rate swaptions
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	0	(4,202)	0	47,738
Options on U.S. Treasury futures
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	6,523	630	1,055	630
Short position \| U.S. Treasury futures
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	210,227	281,827	275,073	721,236
Long position \| TBA securities
Derivative [Line Items]
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net	$ (69,797)	$ (181,308)	$ (80,430)	$ (346,034)

Amount of realized and unrealized gain (loss) of derivative instruments not designated or qualifying as hedging instruments.

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Aggregate net gain and losses (whether realized or unrealized) on all derivative instruments held for trading purposes whether or not settled physically.

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Amount of gain (loss) included in earnings for the period from the increase (decrease) in fair value of interest rate derivatives not designated as hedging instruments.

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