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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

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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 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 + Details
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