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Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Derivative [Line Items]    
Derivative assets $ 7,102 $ 7,969
Derivative liabilities 22,595 0
Interest rate swaptions    
Derivative [Line Items]    
Derivative assets 0 3,202
Options on U.S. Treasury futures    
Derivative [Line Items]    
Derivative assets 5,859 0
TBA securities | Long position    
Derivative [Line Items]    
Derivative assets 1,243 4,767
Derivative liabilities $ 22,595 $ 0