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Derivatives - TBA Agency Securities (Details) - USD ($)
Jun. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Notional Amount $ 6,910,000,000 $ 7,210,000,000
Notional amount, forward settling $ 550,000,000  
TBA Agency Securities, 15-year, 1.5%    
Derivative [Line Items]    
Fixed interest rate   1.50%
Notional Amount   $ 1,000,000,000
Cost Basis   999,840,000
Fair Value   $ 1,003,125,000
TBA Agency Securities, 15-year, 2.0%    
Derivative [Line Items]    
Fixed interest rate   2.00%
Notional Amount   $ 1,700,000,000
Cost Basis   1,733,652,000
Fair Value   $ 1,738,695,000
TBA Agency Securities, 30-year, 4.5%    
Derivative [Line Items]    
Fixed interest rate 4.50%  
Notional Amount $ 375,000,000  
Cost Basis 377,955,000  
Fair Value $ 376,919,000  
TBA Agency Securities, 30-year, 5.0%    
Derivative [Line Items]    
Fixed interest rate 5.00%  
Notional Amount $ 300,000,000  
Cost Basis 304,742,000  
Fair Value 306,433,000  
TBA Agency Securities, 30-year, 2.0%    
Derivative [Line Items]    
Fixed interest rate   2.00%
Notional Amount   $ 300,000,000
Cost Basis   300,789,000
Fair Value   $ 299,227,000
TBA Agency Securities, 30-year, 2.5%    
Derivative [Line Items]    
Fixed interest rate   2.50%
Notional Amount   $ 1,200,000,000
Cost Basis   1,224,820,000
Fair Value   $ 1,223,510,000
TBA Agency Securities, 30-year, 3.0%    
Derivative [Line Items]    
Fixed interest rate   3.00%
Notional Amount   $ 300,000,000
Cost Basis   309,734,000
Fair Value   310,503,000
TBA Agency Securities    
Derivative [Line Items]    
Notional Amount 675,000,000 4,500,000,000
Cost Basis 682,697,000 4,568,835,000
Fair Value 683,352,000 4,575,060,000
Notional amount, forward settling $ 1,225,000,000 $ 400,000,000