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Mortgage-Backed Securities - Gross Unrealized Losses (Details) $ in Thousands | Dec. 31, 2022 USD ($) | Dec. 31, 2021 USD ($)
--- | --- | ---
Agency MBS |  |
Investments [Line Items] |  |
Fair value, Less than 12 Months | $ 346,064 | $ 1,051,233
Gross Unrealized Losses, Less than 12 Month | $ 22,808 | $ 20,118
Number of Securities, Less than 12 Months | 79 | 23
Fair value, 12 Months or Longer | $ 697,514 | $ 0
Gross Unrealized Losses, 12 Months or Longer | $ 156,411 | $ 0
Number of Securities, 12 Months or Longer | 17 | 0
Non-Agency MBS |  |
Investments [Line Items] |  |
Fair value, Less than 12 Months | $ 42,162 | $ 11,667
Gross Unrealized Losses, Less than 12 Month | $ 1,787 | $ 247
Number of Securities, Less than 12 Months | 56 | 14
Fair value, 12 Months or Longer | $ 12,195 | $ 1,241
Gross Unrealized Losses, 12 Months or Longer | $ 847 | $ 97
Number of Securities, 12 Months or Longer | 22 | 6

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- Definition Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in continuous unrealized loss position for more than 12 months, without allowance for credit loss. Includes beneficial interest in securitized financial asset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 50 -Paragraph 5 -URI https://asc.fasb.org/extlink&oid=124269663&loc=SL82922890-210455 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 7 -URI https://asc.fasb.org/extlink&oid=126970911&loc=d3e27337-111563 Reference 3: http://www.xbrl.org/2003/role/exampleRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 55 -Paragraph 8 -URI https://asc.fasb.org/extlink&oid=121590138&loc=SL82922954-210456 + Details
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- Definition Amount of accumulated unrealized loss on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in continuous unrealized loss position for 12 months or longer, without allowance for credit loss. Includes beneficial interest in securitized financial asset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 7 -URI https://asc.fasb.org/extlink&oid=126970911&loc=d3e27337-111563 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 50 -Paragraph 5 -URI https://asc.fasb.org/extlink&oid=124269663&loc=SL82922890-210455 + Details
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