Derivatives - Gain (loss) on Derivative Instruments , Net (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
(Loss) gain on derivative instruments, net	$ (32,905)	$ 436,007	$ 81,417
Interest rate swaptions
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	0	47,738	40,330
Put options on U.S. Treasury futures
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	1,588	(431)	(2,141)
Short position | U.S. Treasury futures
Derivative [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(12,430)	724,347	61,215
Long position | TBA securities
Derivative [Line Items]
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net	$ (22,063)	$ (335,647)	$ (17,987)