Derivatives - Offsetting Assets (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Offsetting Assets [Line Items]
Gross Amounts	$ 1,087,490	$ 199,073
Gross Amounts Not Offset, Financial Instruments	(2,559)	(10,900)
Gross Amounts Not Offset, Cash Collateral	(988,854)	(157,493)
Total Net	96,077	30,680
Interest rate swap contracts
Offsetting Assets [Line Items]
Gross Amounts	1,025,180	187,661
Gross Amounts Not Offset, Financial Instruments	0	(7,185)
Gross Amounts Not Offset, Cash Collateral	(976,332)	(161,529)
Total Net	48,848	18,947
Futures contracts
Offsetting Assets [Line Items]
Gross Amounts	59,751
Gross Amounts Not Offset, Financial Instruments	0
Gross Amounts Not Offset, Cash Collateral	(12,522)
Total Net	47,229
TBA Agency Securities
Offsetting Assets [Line Items]
Gross Amounts	2,559	11,412
Gross Amounts Not Offset, Financial Instruments	(2,559)	(3,715)
Gross Amounts Not Offset, Cash Collateral	0	4,036
Total Net	$ 0	$ 11,733