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Financing Agreements (Pledged Collateral) (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 5,414,137 $ 5,522,396
Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,348,347 1,927,464
Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,734,440 1,726,790
Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,331,350 1,868,142
Residential whole loans, at carrying value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,408,057 4,140,961
Residential whole loans, at carrying value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 916,778 1,497,281
Residential whole loans, at carrying value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 682,947 1,207,364
Residential whole loans, at carrying value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,808,332 1,436,316
Residential whole loans, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,915,082 1,209,349
Residential whole loans, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 413,804 430,183
Residential whole loans, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,016,692 396,817
Residential whole loans, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 484,586 382,349
Securities, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0 122,609
Securities, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0 0
Securities, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0 122,609
Securities, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0 0
Other assets: REO    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 90,998 49,477
Other assets: REO | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 17,765 0
Other assets: REO | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 34,801 0
Other assets: REO | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 38,432 $ 49,477