Derivative Instruments, Offsetting Assets (Details) - USD ($) $ in Thousands		Mar. 31, 2022	Dec. 31, 2021
Offsetting Derivative Assets [Abstract]
Gross amounts of recognized assets		$ 36,261	$ 10,856
Gross amounts offset in the consolidated balance sheet		(9,082)	(338)
Net amounts of assets presented in the consolidated balance sheet		27,179	10,518
Gross amounts not offset in the consolidated balance sheet in financial instruments		(27,179)	(9,854)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)	[1]	0	(664)
Net amount		0	0
Interest Rate Swaps [Member]
Offsetting Derivative Assets [Abstract]
Gross amounts of recognized assets		19,796	10,101
Gross amounts offset in the consolidated balance sheet		0	0
Net amounts of assets presented in the consolidated balance sheet		19,796	10,101
Gross amounts not offset in the consolidated balance sheet in financial instruments		(19,796)	(10,101)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)	[1]	0	0
Net amount		0	0
Interest Rate Swaptions [Member]
Offsetting Derivative Assets [Abstract]
Gross amounts of recognized assets		1,417	183
Gross amounts offset in the consolidated balance sheet		0	0
Net amounts of assets presented in the consolidated balance sheet		1,417	183
Gross amounts not offset in the consolidated balance sheet in financial instruments		(1,417)	(183)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)	[1]	0	0
Net amount		0	0
TBAs [Member]
Offsetting Derivative Assets [Abstract]
Gross amounts of recognized assets		9,082	338
Gross amounts offset in the consolidated balance sheet		(9,082)	(338)
Net amounts of assets presented in the consolidated balance sheet		0	0
Gross amounts not offset in the consolidated balance sheet in financial instruments		0	0
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)	[1]	0	0
Net amount		0	0
U.S. Treasury Futures [Member]
Offsetting Derivative Assets [Abstract]
Gross amounts of recognized assets		5,919
Gross amounts offset in the consolidated balance sheet		0
Net amounts of assets presented in the consolidated balance sheet		5,919
Gross amounts not offset in the consolidated balance sheet in financial instruments		(5,919)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)	[1]	0
Net amount		0
U.S. Treasury Futures Options [Member]
Offsetting Derivative Assets [Abstract]
Gross amounts of recognized assets		47	234
Gross amounts offset in the consolidated balance sheet		0	0
Net amounts of assets presented in the consolidated balance sheet		47	234
Gross amounts not offset in the consolidated balance sheet in financial instruments		(47)
Gross amounts not offset in the consolidated balance sheet in financial instruments			430
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)	[1]	0	(664)
Net amount		$ 0	$ 0

[1] Includes cash pledged / received as collateral. Amounts presented are limited to collateral pledged sufficient to reduce the net amount to zero for individual counterparties, as applicable.Includes cash pledged / received as collateral. Amounts presented are limited to collateral pledged sufficient to reduce the net amount to zero for individual counterparties, as applicable.