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Derivatives Offsetting Assets (Details) - USD ($) $ in Thousands | Mar. 31, 2023 | Dec. 31, 2022
--- | --- | ---
Offsetting Assets [Line Items] |  |  |
Gross Amount of Recognized Assets |  | $ 37,179 | $ 7,102
Gross Amount Offset in the Balance Sheet |  | 0 | 0
Net Amount of Assets Presented in the Balance Sheet |  | 37,179 | 7,102
Financial Instruments Received as Collateral | [1] | 0 | (1,243)
Cash collateral posted by counterparties | [1] | (26,994) | 0
Net Amount |  | 10,185 | 5,859
Options on U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge |  |  |
Offsetting Assets [Line Items] |  |  |
Gross Amount of Recognized Assets |  | 1,680 | 5,859
Gross Amount Offset in the Balance Sheet |  | 0 | 0
Net Amount of Assets Presented in the Balance Sheet |  | 1,680 | 5,859
Financial Instruments Received as Collateral | [1] | 0 | 0
Cash collateral posted by counterparties | [1] | 0 | 0
Net Amount |  | 1,680 | 5,859
Long position | TBA securities |  |  |
Offsetting Assets [Line Items] |  |  |
Gross Amount of Recognized Assets |  | 35,499 | 1,243
Gross Amount Offset in the Balance Sheet |  | 0 | 0
Net Amount of Assets Presented in the Balance Sheet |  | 35,499 | 1,243
Financial Instruments Received as Collateral | [1] | 0 | (1,243)
Cash collateral posted by counterparties | [1] | (26,994) | 0
Net Amount |  | $ 8,505 | $ 0
[1] | Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically, and the total cash pledged or received as collateral which is disclosed in “cash collateral posted to/by counterparties.”

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- Definition Fair value, after effects of master netting arrangements, deduction of assets not subject to a master netting arrangement and elected not to be offset, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, offset against an obligation to return collateral. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226016-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (e) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 + Details
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