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Repurchase Agreements (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 2,952,802 $ 2,849,916
Weighted Average Rate 0.31% 0.23%
Fair Value of Collateral Pledged $ 3,119,668 $ 3,011,319
Receivable for securities pending settlement 1,491 2,771
Agency RMBS-designated as AFS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 2,547,808 $ 2,408,126
Weighted Average Rate 0.26% 0.17%
Fair Value of Collateral Pledged $ 2,688,612 $ 2,536,094
Agency CMBS-designated as AFS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 168,173 $ 176,268
Weighted Average Rate 0.25% 0.14%
Fair Value of Collateral Pledged $ 171,364 $ 184,847
Agency CMBS IO -designated as AFS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 164,273 $ 180,912
Weighted Average Rate 0.75% 0.68%
Fair Value of Collateral Pledged $ 174,532 $ 192,481
Agency CMBS IO -designated as AFS | Non-Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 72,548 $ 84,610
Weighted Average Rate 1.33% 0.99%
Fair Value of Collateral Pledged $ 85,160 $ 97,897