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Derivative Instruments - Volume of Activity, in terms of Notional Amount, Related to Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Derivative [Line Items]        
Beginning of Period   $ 100,000    
Additions $ 430,000 450,000 $ 755,000 $ 1,365,000
Scheduled Settlements 275,000 550,000 600,000 1,365,000
End of Period 155,000   155,000  
Interest Rate Swap        
Derivative [Line Items]        
Beginning of Period 175,000 675,000 150,000 275,000
Additions 75,000   145,000 450,000
Early Terminations (20,000) (150,000) (65,000) (200,000)
End of Period 230,000 525,000 230,000 525,000
2-year U.S. Treasury Note Futures        
Derivative [Line Items]        
Additions       50,000
Scheduled Settlements       (50,000)
10-year U.S. Treasury Note Futures        
Derivative [Line Items]        
Beginning of Period     25,000  
Additions   165,000 50,000 540,100
Scheduled Settlements   (120,000) (50,000) (320,000)
Early Terminations     (25,000) (175,100)
End of Period $ 0 45,000 0 45,000
Purchased Call Options on Ten Year U.S. Treasury Note Futures        
Derivative [Line Items]        
Beginning of Period   65,200 25,000  
Additions       65,200
Scheduled Settlements   $ (65,200) $ (25,000) $ (65,200)