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Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Mar. 31, 2023
Dec. 31, 2022
Derivative [Line Items]    
Fair Value $ 761 $ 3,975
Notional Amount 906,488 1,772,298
TBAs    
Derivative [Line Items]    
Notional Amount 330,000 1,070,000
Interest rate futures    
Derivative [Line Items]    
Notional Amount 290,000 411,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (10,736) (16,855)
Notional Amount 412,674 908,532
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (3,018) (16,784)
Notional Amount 135,000 845,000
Derivative Liabilities | Interest rate futures    
Derivative [Line Items]    
Fair Value (7,712) (57)
Notional Amount 270,500 60,000
Derivative Liabilities | Residential loan purchase commitments, net    
Derivative [Line Items]    
Fair Value (6) (14)
Notional Amount 7,174 3,532
Derivative Assets    
Derivative [Line Items]    
Fair Value 11,497 20,830
Notional Amount 493,814 863,766
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 8,032 14,625
Notional Amount 240,000 285,000
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 3,037 1,893
Notional Amount 195,000 220,000
Derivative Assets | Interest rate futures    
Derivative [Line Items]    
Fair Value 75 3,976
Notional Amount 19,000 350,600
Derivative Assets | Residential loan purchase commitments, net    
Derivative [Line Items]    
Fair Value 353 336
Notional Amount $ 39,814 $ 8,166