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Derivative Instruments - TBA Commitments (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Mar. 31, 2021
Notional Amount: Net Purchase Commitment $ 155,000   $ 100,000
Fair Value, Asset 1,216 $ 250  
Fair Value, Liability (1,887) (228)  
TBA Commitments      
Notional Amount: Net Purchase Commitment 155,000 0  
Contractual Forward Price (146,913) (109)  
Market Price (146,576) 0  
Fair Value, Asset 1,216 230  
Fair Value, Liability (879) (121)  
Net Fair Value 337 109  
TBA Commitments | Two Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Purchase      
Notional Amount: Net Purchase Commitment   225,000  
Contractual Forward Price   229,043  
Market Price   229,148  
Fair Value, Asset   105  
TBA Commitments | Two Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Sale      
Notional Amount: Net Purchase Commitment 25,000 225,000  
Contractual Forward Price (22,649) (229,152)  
Market Price (22,472) (229,148)  
Fair Value, Asset 177 $ 4  
TBA Commitments | Three Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Sale      
Notional Amount: Net Purchase Commitment 30,000    
Contractual Forward Price (27,970)    
Market Price (27,932)    
Fair Value, Asset 38    
TBA Commitments | Three Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Sale      
Notional Amount: Net Purchase Commitment 100,000    
Contractual Forward Price (95,486)    
Market Price (96,172)    
Fair Value, Liability (686)    
TBA Commitments | Four Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Purchase      
Notional Amount: Net Purchase Commitment 50,000    
Contractual Forward Price 50,121    
Market Price 50,195    
Fair Value, Asset 74    
TBA Commitments | Four Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Sale      
Notional Amount: Net Purchase Commitment 50,000    
Contractual Forward Price (50,929)    
Market Price (50,195)    
Fair Value, Asset $ 734