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Derivatives Offsetting Assets (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets $ 34,183 $ 7,969
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 34,183 7,969
Financial Instruments Received as Collateral (5,543) 0 [1]
Cash collateral posted by counterparties [1] 28,640 1,834
Net Amount 0 6,135
Interest rate swaptions    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets 28,640 3,202
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 28,640 3,202
Financial Instruments Received as Collateral 0 0 [1]
Cash collateral posted by counterparties 28,640 [1] (481)
Net Amount 0 2,721
Long position | TBA securities    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets 5,543 4,767
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 5,543 4,767
Financial Instruments Received as Collateral (5,543) 0 [1]
Cash collateral posted by counterparties 0 1,353 [1]
Net Amount $ 0 $ 3,414
[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.”