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Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Fair Value $ 29,996 $ 23,150
Notional Amount 3,025,270 6,861,921
TBAs    
Derivative [Line Items]    
Notional Amount 860,000 3,310,000
Interest rate futures    
Derivative [Line Items]    
Notional Amount 389,000 72,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (6,591) (3,317)
Notional Amount 796,947 1,619,790
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (2,445) (1,251)
Notional Amount 226,000 283,100
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (2,004) (658)
Notional Amount 405,000 870,000
Derivative Liabilities | Interest rate futures    
Derivative [Line Items]    
Fair Value (1,615) (905)
Notional Amount 115,000 62,500
Derivative Liabilities | Residential loan purchase commitments, net    
Derivative [Line Items]    
Fair Value (527) (503)
Notional Amount 50,947 404,190
Derivative Assets    
Derivative [Line Items]    
Fair Value 36,587 26,467
Notional Amount 2,228,323 5,242,131
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 19,113 611
Notional Amount 644,000 161,500
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 3,104 2,880
Notional Amount 455,000 2,440,000
Derivative Assets | Interest rate futures    
Derivative [Line Items]    
Fair Value 1,875 25
Notional Amount 273,600 9,000
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 10,488 18,318
Notional Amount 620,000 1,660,000
Derivative Assets | Residential loan purchase commitments, net    
Derivative [Line Items]    
Fair Value 2,007 4,633
Notional Amount $ 235,723 $ 971,631