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Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands | Mar. 31, 2022 | Dec. 31, 2021
--- | --- | ---
Derivative [Line Items] |  |
Total derivatives assets | $ 34,183 | $ 7,969
Total derivatives liabilities | (18,328) | (2,471)
Interest rate swaptions |  |
Derivative [Line Items] |  |
Total derivatives assets | 28,640 | 3,202
Interest rate swaptions | Not Designated as Hedging Instrument, Economic Hedge |  |
Derivative [Line Items] |  |
Total derivatives assets | 28,640 | 3,202
TBA securities | Not Designated as Hedging Instrument, Trading | Long position |  |
Derivative [Line Items] |  |
Total derivatives assets | 5,543 | 4,767
Total derivatives liabilities | (8,481) | 0
U.S. Treasury futures | Short position |  |
Derivative [Line Items] |  |
Total derivatives liabilities |  | (2,471)
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position |  |
Derivative [Line Items] |  |
Total derivatives liabilities | $ (9,847) | $ (2,471)

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