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Derivative Instruments - TBA Commitments (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Sep. 30, 2021
Jun. 30, 2021
Notional Amount: Net Purchase Commitment $ 255,000 $ 155,000 $ 0 $ 25,000 $ 0
Fair Value, Asset 4,422   250    
Fair Value, Liability (139)   (228)    
TBA Commitments          
Notional Amount: Net Purchase Commitment 255,000   0    
Contractual Forward Price (241,021)   (109)    
Market Price (236,998)   0    
Fair Value, Asset 4,162   230    
Fair Value, Liability (139)   (121)    
Net Fair Value 4,023   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     225,000    
Contractual Forward Price     (229,152)    
Market Price     (229,148)    
Fair Value, Asset     $ 4    
TBA Commitments | Three Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Sale          
Notional Amount: Net Purchase Commitment 60,000        
Contractual Forward Price (56,803)        
Market Price (53,897)        
Fair Value, Asset 2,906        
TBA Commitments | Four Point Zero Percent Thirty-year MBS Sale Commitments          
Notional Amount: Net Purchase Commitment 100,000        
Contractual Forward Price (93,359)        
Market Price (92,680)        
Fair Value, Asset 679        
TBA Commitments | Four Point Five Percent Thirty Year Mortgage Backed Securities Purchase Sale Commitments Sale          
Notional Amount: Net Purchase Commitment 95,000        
Contractual Forward Price (90,859)        
Market Price (90,421)        
Fair Value, Asset $ 438