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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

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