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Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value $ 81,919 $ 7,969
Total derivatives liabilities 12,559 0
Interest rate swaptions    
Derivative [Line Items]    
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value 55,142 3,202
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge    
Derivative [Line Items]    
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value 55,142 3,202
TBA securities | Not Designated as Hedging Instrument, Trading | Long position    
Derivative [Line Items]    
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value 26,777 4,767
Total derivatives liabilities $ 12,559 $ 0