Offsetting of Financial Assets and Liabilities - Derivative Instruments and Short-term Borrowing Arrangements, including those Subject to Master Netting or Similar Arrangements (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Derivative instruments:    
Derivative Asset, Gross Amount Recognized $ 250 $ 258
Derivative Asset, Amount Offset 0 0
Derivative Asset, Net Amount 250 258
Derivative Asset, Financial Instruments [1] (105) (74)
Derivative Asset, Cash Collateral [2] 0 0
Derivative Asset, Net amount Total 145 184
Derivative instruments:    
Derivative Liabilities, Gross Amount Recognized 228 221
Derivative Liabilities, Amount Offset 0 0
Derivative Liabilities, Net Amount 228 221
Derivative Liabilities, Financial Instruments [1] (105) (74)
Derivative Liabilities, Cash Collateral [2] (107) (147)
Derivative Liabilities, Net amount Total 16 0
Derivative Financial Instruments, Liabilities    
Derivative instruments:    
Derivative Liabilities, Gross Amount Recognized 446,852 655,433
Derivative Liabilities, Amount Offset 0 0
Derivative Liabilities, Net Amount 446,852 655,433
Derivative Liabilities, Financial Instruments [1] (446,729) (655,286)
Derivative Liabilities, Cash Collateral [2] (107) (147)
Derivative Liabilities, Net amount Total 16 0
Derivative Financial Instruments, Assets    
Derivative instruments:    
Derivative Asset, Gross Amount Recognized 250 258
Derivative Asset, Amount Offset 0 0
Derivative Asset, Net Amount 250 258
Derivative Asset, Financial Instruments [1] (105) (74)
Derivative Asset, Cash Collateral [2] 0 0
Derivative Asset, Net amount Total 145 184
Repurchase Agreements    
Derivative instruments:    
Derivative Liabilities, Gross Amount Recognized 446,624 655,212
Derivative Liabilities, Amount Offset 0 0
Derivative Liabilities, Net Amount 446,624 655,212
Derivative Liabilities, Financial Instruments [1] (446,624) (655,212)
Derivative Liabilities, Cash Collateral [2] 0 0
Derivative Liabilities, Net amount Total 0 0
TBA Commitments    
Derivative instruments:    
Derivative Asset, Gross Amount Recognized 230 258
Derivative Asset, Amount Offset 0 0
Derivative Asset, Net Amount 230 258
Derivative Asset, Financial Instruments [1] (105) (74)
Derivative Asset, Cash Collateral [2] 0 0
Derivative Asset, Net amount Total 125 184
Derivative instruments:    
Derivative Liabilities, Gross Amount Recognized 121 74
Derivative Liabilities, Amount Offset 0 0
Derivative Liabilities, Net Amount 121 74
Derivative Liabilities, Financial Instruments [1] (105) (74)
Derivative Liabilities, Cash Collateral [2] 0 0
Derivative Liabilities, Net amount Total 16 0
10-year U.S. Treasury Note Futures    
Derivative instruments:    
Derivative Asset, Gross Amount Recognized 16  
Derivative Asset, Amount Offset 0  
Derivative Asset, Net Amount 16 0
Derivative Asset, Financial Instruments [1] 0  
Derivative Asset, Cash Collateral [2] 0  
Derivative Asset, Net amount Total 16  
Derivative instruments:    
Derivative Liabilities, Net Amount 0 0
Options on U.S. Treasury Note Futures    
Derivative instruments:    
Derivative Asset, Gross Amount Recognized 4  
Derivative Asset, Amount Offset 0  
Derivative Asset, Net Amount 4 0
Derivative Asset, Financial Instruments [1] 0  
Derivative Asset, Cash Collateral [2] 0  
Derivative Asset, Net amount Total 4  
Derivative instruments:    
Derivative Liabilities, Net Amount 0 0
Interest Rate Swap    
Derivative instruments:    
Derivative Asset, Net Amount 0 0
Derivative instruments:    
Derivative Liabilities, Gross Amount Recognized 107 147
Derivative Liabilities, Amount Offset 0 0
Derivative Liabilities, Net Amount 107 147
Derivative Liabilities, Financial Instruments [1] 0 0
Derivative Liabilities, Cash Collateral [2] (107) (147)
Derivative Liabilities, Net amount Total $ 0 $ 0
[1] Does not include the fair value amount of financial instrument collateral pledged in respect of repurchase agreements that exceeds the associated liability presented in the consolidated balance sheets.
[2] Does not include the amount of cash collateral pledged in respect of derivative instruments that exceeds the associated derivative liability presented in the consolidated balance sheets.