Derivative Instruments - Summary of Entity's Derivative Instruments (Details) - USD ($) $ in Thousands	Jun. 30, 2022	Dec. 31, 2021
Fair Value
Derivative assets	$ 2,476	$ 1,163
Derivative liabilities	(1,872)	(602)
Derivative instruments not accounted as hedges under GAAP
Fair Value
Derivative assets	1,748	105
Derivative liabilities	(1,872)	(602)
Total derivative instruments	(124)	(497)
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, liabilities	174,000	22,000
Fair Value
Derivative liabilities	(1,158)	(38)
TBAs | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	100,000	0
Notional amount, liabilities	0
Fair Value
Derivative assets	1,383	0
Derivative liabilities	0
Total derivative instruments	1,383
Credit default swaps | Derivative instruments not accounted as hedges under GAAP
Notional Amount
Notional amount, assets	2,030	2,030
Notional amount, liabilities	4,140	4,140
Fair Value
Derivative assets	365	105
Derivative liabilities	$ (714)	$ (564)