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Financing Agreements - Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 8,491,196  
Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements   $ 8,019,405
Mark-to-market financing agreements secured by residential whole loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,036,792  
Mark-to-market financing agreements secured by residential whole loans | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements   2,629,919
Mark-to-market financing agreements secured by residential whole loans | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 2,451,635 $ 2,391,602
Weighted average haircut (percent) 20.14% 25.27%
Mark-to-market financing agreements secured by residential whole loans | Fair Value | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 3,113,300 $ 3,301,288
Mark-to-market financing agreements secured by securities at fair value | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 157,895 $ 159,148
Weighted average haircut (percent) 37.03% 37.00%
Mark-to-market financing agreements secured by securities at fair value | Fair Value | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 245,613 $ 256,685
Mark-to-market financing agreements secured by real estate owned    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements 81,683  
Mark-to-market financing agreements secured by real estate owned | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements   90,445
Mark-to-market financing agreements secured by real estate owned | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 15,893 $ 11,549
Weighted average haircut (percent) 49.25% 58.46%
Mark-to-market financing agreements secured by real estate owned | Fair Value | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 33,890 $ 34,606
Non-mark-to-market financing secured by residential whole loans | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 896,489 $ 928,055
Weighted average haircut (percent) 23.75% 29.98%
Non-mark-to-market financing secured by residential whole loans | Fair Value | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 1,209,652 $ 1,420,283
Non-mark-to-market financing secured by real estate owned | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 8,598 $ 11,485
Weighted average haircut (percent) 62.65% 61.28%
Non-mark-to-market financing secured by real estate owned | Fair Value | Asset Pledged as Collateral with Right    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 23,263 $ 29,894