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Derivative Financial Instruments - Derivative Instruments Presented on the Balance Sheet and Notional Amounts (Details)
$ in Thousands
Jun. 30, 2022
USD ($)
contract
Dec. 31, 2021
USD ($)
contract
Derivative [Line Items]    
Assets $ 594 $ 2,428
Derivatives Not Designated as Hedging Instruments | Interest rate futures    
Derivative [Line Items]    
Number of Contracts | contract 12,902 10,438
Assets $ 594 $ 0
Liabilities 0 (728)
Derivatives Not Designated as Hedging Instruments | TBAs    
Derivative [Line Items]    
Assets 0 2,428
Liabilities (8,258) 0
Derivatives Not Designated as Hedging Instruments | Long Exposure | Interest rate futures    
Derivative [Line Items]    
Notional Amounts 0 0
Derivatives Not Designated as Hedging Instruments | Long Exposure | TBAs    
Derivative [Line Items]    
Notional Amounts 0 0
Derivatives Not Designated as Hedging Instruments | Short Exposure | Interest rate futures    
Derivative [Line Items]    
Notional Amounts 1,290,200 1,043,800
Derivatives Not Designated as Hedging Instruments | Short Exposure | TBAs    
Derivative [Line Items]    
Notional Amounts $ 876,000 $ 523,938