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Derivatives Offsetting Assets (Details) - USD ($) $ in Thousands | Sep. 30, 2021 | Dec. 31, 2020
--- | --- | ---
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  | $ 70,098 |  | $ 11,342 |
Derivative Asset, Fair Value, Gross Liability |  | 0 |  | 0 |
Derivative assets |  | 70,098 |  | 11,342 |
Derivative, Collateral, Obligation to Return Securities |  | 0 |  | (107) | [1]
Cash collateral posted by counterparties | [1] | 22,476 |  | 7,681 |
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election |  | 47,622 |  | 3,554 |
Options on U.S. Treasury futures |  |  |  |  |
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  |  |  | 1,094 |
Derivative Asset, Fair Value, Gross Liability |  |  |  | 0 |
Derivative assets |  |  |  | 1,094 |
Derivative, Collateral, Obligation to Return Securities |  |  |  | 0 |
Cash collateral posted by counterparties |  |  |  | 0 |
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election |  |  |  | 1,094 |
Interest rate swaption |  |  |  |  |
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 9,939 |  | 1,360 |
Derivative Asset, Fair Value, Gross Liability |  | 0 |  | 0 |
Derivative assets |  | 9,939 |  | 1,360 |
Derivative, Collateral, Obligation to Return Securities |  | 0 |  | (107) | [1]
Cash collateral posted by counterparties |  | 9,939 | [1] | 0 |
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election |  | 0 |  | 1,253 |
Long position | TBA securities |  |  |  |  |
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  |  |  | 8,888 |
Derivative Asset, Fair Value, Gross Liability |  |  |  | 0 |
Derivative assets |  |  |  | 8,888 |
Derivative, Collateral, Obligation to Return Securities | [1] |  |  | 0 |
Cash collateral posted by counterparties | [1] |  |  | 7,681 |
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election |  |  |  | $ 1,207 |
Short position | U.S. Treasury futures |  |  |  |  |
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 60,159 |  |  |
Derivative Asset, Fair Value, Gross Liability |  | 0 |  |  |
Derivative assets |  | 60,159 |  |  |
Derivative, Collateral, Obligation to Return Securities |  | 0 |  |  |
Cash collateral posted by counterparties | [1] | 12,537 |  |  |
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election |  | $ 47,622 |  |  |
[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.”

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