Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Derivative [Line Items]
Derivative assets	$ 13,865	$ 7,969
Derivative liabilities	99,670	0
Interest rate swaptions
Derivative [Line Items]
Derivative assets	0	3,202
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets	3,047	0
TBA securities \| Long position
Derivative [Line Items]
Derivative assets	10,818	4,767
Derivative liabilities	$ 99,670	$ 0

Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as an asset.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (c)(2)
-URI https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959

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- Definition

Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as a liability.

+ References

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- Definition

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+ References

No definition available.

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