Derivatives and Hedging Activities - Schedule of TBA Contracts (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Notional Amount	$ 9,663,596	$ 8,033,084
TBA purchase contracts
Derivative [Line Items]
Notional Amount	1,600,000	1,700,000
Implied Cost Basis	1,636,906	1,772,211
Implied Market Value	1,633,955	1,782,104
Net Carrying Value	(2,951)	9,893
Currency Forward Contracts
Derivative [Line Items]
Notional Amount	13,596	33,084
Currency Forward Contracts | Euro
Derivative [Line Items]
Notional Amount	$ 13,600	$ 33,100