Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands	Mar. 31, 2023	Dec. 31, 2022
Derivative [Line Items]
Derivative assets	$ 37,179	$ 7,102
Derivative liabilities	0	22,595
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets	1,680	5,859
TBA securities | Long position
Derivative [Line Items]
Derivative assets	35,499	1,243
Derivative liabilities	$ 0	$ 22,595