Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
Total derivatives assets	$ 34,183	$ 7,969
Total derivatives liabilities	(18,328)	(2,471)
Interest rate swaptions
Derivative [Line Items]
Total derivatives assets	28,640	3,202
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge
Derivative [Line Items]
Total derivatives assets	28,640	3,202
TBA securities | Not Designated as Hedging Instrument, Trading | Long position
Derivative [Line Items]
Total derivatives assets	5,543	4,767
Total derivatives liabilities	(8,481)	0
U.S. Treasury futures | Short position
Derivative [Line Items]
Total derivatives liabilities		(2,471)
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position
Derivative [Line Items]
Total derivatives liabilities	$ (9,847)	$ (2,471)