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Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands | Dec. 31, 2021 | Dec. 31, 2020
--- | --- | ---
Derivative [Line Items] |  |
Total derivatives assets | $ 7,969 | $ 11,342
Total derivatives liabilities | (2,471) | (1,009)
Options on U.S. Treasury futures |  |
Derivative [Line Items] |  |
Total derivatives assets |  | 1,094
Options on U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge |  |
Derivative [Line Items] |  |
Total derivatives assets | 0 | 1,094
Interest rate swaptions |  |
Derivative [Line Items] |  |
Total derivatives assets |  | 1,253
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge |  |
Derivative [Line Items] |  |
Total derivatives assets | 3,202 | 1,360
Total derivatives liabilities | 0 | (107)
TBA securities | Not Designated as Hedging Instrument, Trading | Long position |  |
Derivative [Line Items] |  |
Total derivatives assets | 4,767 | 8,888
U.S. Treasury futures | Short position |  |
Derivative [Line Items] |  |
Total derivatives liabilities |  | (902)
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position |  |
Derivative [Line Items] |  |
Total derivatives liabilities | $ (2,471) | $ (902)

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