Borrowings - Outstanding Repurchase Agreement Borrowings (Details) - USD ($) $ in Thousands		9 Months Ended	12 Months Ended
		Sep. 30, 2022	Dec. 31, 2021
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 429,910	$ 446,624
Agency MBS collateral, at fair value	[1]	465,473	477,676
Net amount	[2]	$ 35,563	$ 31,052
Weighted-average rate		3.27%	0.25%
Weighted-average term to maturity (in days)		30 days 19 hours	27 days 4 hours
Agency MBS repurchase financing
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 319,538	$ 425,836
Agency MBS collateral, at fair value	[1]	336,277	447,979
Net amount	[2]	$ 16,739	$ 22,143
Weighted-average rate		3.02%	0.14%
Weighted-average term to maturity (in days)		13 days	13 days
Non-Agency MBS
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 89,809
Agency MBS collateral, at fair value		99,821
Net amount	[2]	$ 10,012
Weighted-average rate		3.68%
Weighted-average term to maturity (in days)		26 days 12 hours
Mortgage loans repurchase financing
Repurchase Agreement Counterparty [Line Items]
Repurchase agreements outstanding		$ 20,563	$ 20,788
Agency MBS collateral, at fair value		29,375	29,697
Net amount	[2]	$ 8,812	$ 8,909
Weighted-average rate		5.27%	2.60%
Weighted-average term to maturity (in days)		327 days	319 days

[1] 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.

[2] 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.