Derivatives - Schedule of Long Positions in TBA (Details) - TBA securities - Not Designated as Hedging Instrument, Trading - Long position - USD ($) $ in Thousands		Dec. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Implied market value, TBA	[1]	$ 1,531,188	$ 1,572,949
Implied cost basis, TBA	[2]	1,526,421	1,564,061
Derivative, Fair Value, Net	[3]	$ 4,767	$ 8,888

[1] Implied market value represents the estimated fair value of the underlying Agency MBS as of the date indicated

[2] Implied cost basis represents the forward price to be paid for the underlying Agency MBS as of the date indicated.

[3] Net carrying value is the amount included on the consolidated balance sheets within “derivative assets (liabilities)” and represents the difference between the implied market value and the implied cost basis of the TBA security as of the date indicated.