Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Derivative Assets	$ 4,422	$ 250
Derivative Liabilities, Net Amount	(139)	(228)
Interest Rate Swap
Derivative Assets	260	0
Derivative Liabilities, Net Amount	0	(107)
10-year U.S. Treasury Note Futures
Derivative Assets	0	16
Derivative Liabilities, Net Amount	0	0
Options on U.S. Treasury Note Futures
Derivative Assets	0	4
Derivative Liabilities, Net Amount	0	0
TBA Commitments
Derivative Assets	4,162	230
Derivative Liabilities, Net Amount	$ (139)	$ (121)