Derivatives - Derivative Information about Carrying Value by Type on the Balance Sheet Location (Details) - USD ($) $ in Thousands	Sep. 30, 2023	Dec. 31, 2022
Derivative [Line Items]
Derivative assets	$ 4,594	$ 7,102
Derivative liabilities	22,029	22,595
Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets	3,946	5,859
TBA securities \| Long position
Derivative [Line Items]
Derivative assets	648	1,243
Derivative liabilities	$ 22,029	$ 22,595

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
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (c)(2)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B

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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

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 815
-SubTopic 40
-Name Accounting Standards Codification
-Section 50
-Paragraph 5
-Subparagraph (f)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147480237/815-40-50-5

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