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Derivatives - Offsetting Assets (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Offsetting Assets [Line Items]    
Gross Amounts $ 772,451 $ 199,073
Gross Amounts Not Offset, Financial Instruments (3,772) (10,900)
Gross Amounts Not Offset, Cash Collateral (682,198) (157,493)
Total Net 86,481 30,680
Interest rate swap contracts    
Offsetting Assets [Line Items]    
Gross Amounts 765,923 187,661
Gross Amounts Not Offset, Financial Instruments 0 (7,185)
Gross Amounts Not Offset, Cash Collateral (698,422) (161,529)
Total Net 67,501 18,947
Futures contracts    
Offsetting Assets [Line Items]    
Gross Amounts 2,160  
Gross Amounts Not Offset, Financial Instruments 0  
Gross Amounts Not Offset, Cash Collateral 9,065  
Total Net 11,225  
TBA Agency Securities    
Offsetting Assets [Line Items]    
Gross Amounts 4,368 11,412
Gross Amounts Not Offset, Financial Instruments (3,772) (3,715)
Gross Amounts Not Offset, Cash Collateral 7,159 4,036
Total Net $ 7,755 $ 11,733