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Derivatives Offsetting Assets (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets $ 7,969 $ 11,342
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 7,969 11,342
Financial Instruments Received as Collateral 0 (107) [1]
Cash collateral posted by counterparties [1] 1,834 7,681
Net Amount 6,135 3,554
Options on U.S. Treasury futures    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets   1,094
Gross Amount Offset in the Balance Sheet   0
Net Amount of Assets Presented in the Balance Sheet   1,094
Financial Instruments Received as Collateral   0
Cash collateral posted by counterparties   0
Net Amount   1,094
Interest rate swaptions    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets 3,202 1,360
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 3,202 1,360
Financial Instruments Received as Collateral 0 (107) [1]
Cash collateral posted by counterparties 481 [1] 0
Net Amount 2,721 1,253
Long position | TBA securities    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets 4,767 8,888
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 4,767 8,888
Financial Instruments Received as Collateral 0 0 [1]
Cash collateral posted by counterparties 1,353 7,681 [1]
Net Amount $ 3,414 $ 1,207
[1] Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically, and the total cash pledged or received as collateral which is disclosed in “cash collateral posted to/by counterparties.”