Borrowings - Outstanding Repurchase Agreement Borrowings (Details) - USD ($) $ in Thousands		6 Months Ended	12 Months Ended
		Jun. 30, 2022	Dec. 31, 2021
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 329,994	$ 446,624
Agency MBS collateral, at fair value		366,758	477,676
Net amount	[1]	$ 36,764	$ 31,052
Weighted-average rate		1.96%	0.25%
Weighted-average term to maturity (in days)		30 days 4 hours	27 days 4 hours
Agency MBS repurchase financing
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 224,566	$ 425,836
Agency MBS collateral, at fair value	[2]	237,373	447,979
Net amount	[1]	$ 12,807	$ 22,143
Weighted-average rate		1.48%	0.14%
Weighted-average term to maturity (in days)		14 days	13 days
Non-Agency MBS
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 84,788
Agency MBS collateral, at fair value		99,901
Net amount	[1]	$ 15,113
Weighted-average rate		2.81%
Weighted-average term to maturity (in days)		17 days
Mortgage loans repurchase financing
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 20,640	$ 20,788
Agency MBS collateral, at fair value		29,484	29,697
Net amount	[1]	$ 8,844	$ 8,909
Weighted-average rate		3.77%	2.60%
Weighted-average term to maturity (in days)		260 days	319 days

[1] Net amount represents the value of collateral in excess of corresponding repurchase obligation. The amount of collateral at-risk is limited to the outstanding repurchase obligation and not the entire collateral balance.

[2] As of December 31, 2021, includes $28,219 at sale price of unsettled agency MBS sale commitments which is included in the line item “sold securities receivable” in the accompanying consolidated balance sheets.