Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Total derivatives assets	$ 7,969	$ 11,342
Total derivatives liabilities	(2,471)	(1,009)
Options on U.S. Treasury futures
Derivative [Line Items]
Total derivatives assets		1,094
Options on U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge
Derivative [Line Items]
Total derivatives assets	0	1,094
Interest rate swaptions
Derivative [Line Items]
Total derivatives assets		1,253
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge
Derivative [Line Items]
Total derivatives assets	3,202	1,360
Total derivatives liabilities	0	(107)
TBA securities | Not Designated as Hedging Instrument, Trading | Long position
Derivative [Line Items]
Total derivatives assets	4,767	8,888
U.S. Treasury futures | Short position
Derivative [Line Items]
Total derivatives liabilities		(902)
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position
Derivative [Line Items]
Total derivatives liabilities	$ (2,471)	$ (902)