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Financing Agreements - Pledged Collateral (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 8,550,535 $ 8,019,405
Accrued interest on assets 31,200 25,700
Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,446,361 1,426,051
Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,825,623 3,556,273
Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,278,551 3,037,081
Residential whole loans, at carrying value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,304,684 2,629,919
Residential whole loans, at carrying value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 580,181 693,982
Residential whole loans, at carrying value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 380,393 459,349
Residential whole loans, at carrying value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,344,110 1,476,588
Residential whole loans, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 5,901,287 5,042,356
Residential whole loans, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 838,789 706,377
Residential whole loans, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,164,378 2,810,865
Residential whole loans, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,898,120 1,525,114
Securities, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 250,171 256,685
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 250,171 256,685
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 94,393 90,445
Other assets: REO | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 27,391 25,692
Other assets: REO | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 30,681 29,374
Other assets: REO | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 36,321 $ 35,379