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Financing Agreements - Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021
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Asset Pledged as Collateral with Right |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Fair value of securities pledged as collateral under financing agreements | $ 8,506,310 | $ 8,019,405
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 | 1,902,616 | 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 | $ 1,966,735 | $ 2,391,602
Weighted average haircut (percent) | 18.56% | 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 | $ 2,470,746 | $ 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 | $ 142,887 | $ 159,148
Weighted average haircut (percent) | 37.17% | 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 | $ 227,407 | $ 256,685
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 | 86,903 | 90,445
Mark-to-market financing agreements secured by real estate owned | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 15,169 | $ 11,549
Weighted average haircut (percent) | 51.35% | 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 | $ 39,357 | $ 34,606
Non-mark-to-market financing secured by residential whole loans | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 1,096,544 | $ 928,055
Weighted average haircut (percent) | 19.24% | 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 | $ 1,409,574 | $ 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 | $ 8,305 | $ 11,485
Weighted average haircut (percent) | 61.92% | 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 | $ 25,749 | $ 29,894

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- Definition The weighted average percentage amount by which the collateral value is contractually required to exceed the loan amount on the Company's repurchase agreements borrowings. + References No definition available. + Details
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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878 + Details
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- Definition Fair value of securities pledged as collateral against securities sold under agreement to repurchase. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 12 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226013-175313 + Details
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