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Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Fair Value $ 58,431 $ 23,150
Notional Amount 2,116,501 6,861,921
TBAs    
Derivative [Line Items]    
Notional Amount 820,000 3,310,000
Interest rate futures    
Derivative [Line Items]    
Notional Amount 682,000 72,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (6,782) (3,317)
Notional Amount 323,844 1,619,790
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (23) (1,251)
Notional Amount 10,000 283,100
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (6,545) (658)
Notional Amount 255,000 870,000
Derivative Liabilities | Interest rate futures    
Derivative [Line Items]    
Fair Value (2) (905)
Notional Amount 300 62,500
Derivative Liabilities | Residential loan purchase commitments, net    
Derivative [Line Items]    
Fair Value (212) (503)
Notional Amount 58,544 404,190
Derivative Assets    
Derivative [Line Items]    
Fair Value 65,213 26,467
Notional Amount 1,792,657 5,242,131
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 24,626 611
Notional Amount 459,000 161,500
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 13,568 2,880
Notional Amount 565,000 2,440,000
Derivative Assets | Interest rate futures    
Derivative [Line Items]    
Fair Value 26,275 25
Notional Amount 681,500 9,000
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 0 18,318
Notional Amount 0 1,660,000
Derivative Assets | Residential loan purchase commitments, net    
Derivative [Line Items]    
Fair Value 744 4,633
Notional Amount $ 87,157 $ 971,631