Mortgage-Backed Securities - Realize Gain (Loss) on Investments (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Investments [Line Items]
Proceeds Received	$ 325,282	$ 4,642,305	$ 1,033,066
Realized Gain (Loss)	6,705	308,084	(5,755)
Agency MBS | Agency RMBS-designated as AFS
Investments [Line Items]
Proceeds Received	287,409	2,395,032	796,699
Realized Gain (Loss)	3,938	82,689	506
Agency MBS | Agency CMBS-designated as AFS
Investments [Line Items]
Proceeds Received	37,873	2,247,273	213,199
Realized Gain (Loss)	2,767	225,395	(6,493)
Agency MBS | Agency CMBS IO -designated as AFS
Investments [Line Items]
Proceeds Received	0	0	23,168
Realized Gain (Loss)	$ 0	$ 0	$ 232