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Derivatives - Schedule of Interest Rate Swaptions (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Dec. 31, 2021
Derivative [Line Items]      
Fair Value $ 34,183   $ 7,969
Interest rate swaptions      
Derivative [Line Items]      
Fair Value 28,640   3,202
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge      
Derivative [Line Items]      
Cost 9,375   9,375
Fair Value 28,640   3,202
Notional Amount $ 500,000   $ 500,000
Average Fixed Pay Rate 1.60%   1.60%
Average Term to Expiration 4 months 7 months  
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position      
Derivative [Line Items]      
Average Term to Expiration 3 months   3 months