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Derivatives Offsetting Assets (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets $ 13,865 $ 7,969
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 13,865 7,969
Financial Instruments Received as Collateral [1] (10,818) 0
Cash collateral posted by counterparties [1] 0 (1,834)
Net Amount 3,047 6,135
Options on U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets 3,047  
Gross Amount Offset in the Balance Sheet 0  
Net Amount of Assets Presented in the Balance Sheet 3,047  
Financial Instruments Received as Collateral [1] 0  
Cash collateral posted by counterparties [1] 0  
Net Amount 3,047  
Interest rate swaptions    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets   3,202
Gross Amount Offset in the Balance Sheet   0
Net Amount of Assets Presented in the Balance Sheet   3,202
Financial Instruments Received as Collateral [1]   0
Cash collateral posted by counterparties [1]   (481)
Net Amount   2,721
Long position | TBA securities    
Offsetting Assets [Line Items]    
Gross Amount of Recognized Assets 10,818 4,767
Gross Amount Offset in the Balance Sheet 0 0
Net Amount of Assets Presented in the Balance Sheet 10,818 4,767
Financial Instruments Received as Collateral [1] (10,818) 0
Cash collateral posted by counterparties [1] 0 (1,353)
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.”