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Financing Agreements - Financing Agreements (Details) $ in Thousands |  | 9 Months Ended | 12 Months Ended
--- | --- | --- | ---
Apr. 04, 2022 | Sep. 30, 2022 USD ($) | Dec. 31, 2021 USD ($)
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | $ 7,576,581 | $ 6,377,370
Fair Value / Carrying Value |  | $ 7,289,440 | $ 6,378,782
Weighted Average Cost of Funding |  | 3.60% | 2.44%
Stock split ratio, common stock | 0.25 |  |
Convertible Debt | 6.25% Convertible Senior Notes |  |  |
Financing Agreements [Line Items] |  |  |
Stock split ratio, common stock | 0.25 |  |
Agreements with mark-to-market collateral provisions |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | $ 2,124,821 | $ 2,562,872
Fair Value / Carrying Value |  | $ 2,124,791 | $ 2,562,299
Weighted Average Cost of Funding |  | 4.22% | 1.99%
Agreements with mark-to-market collateral provisions | 0-3 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | $ 254,046 |
Agreements with mark-to-market collateral provisions | 3-6 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 731,907 |
Agreements with mark-to-market collateral provisions | 6-12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 835,077 |
Fair Value / Carrying Value |  | 273,400 |
Agreements with mark-to-market collateral provisions | Greater than 12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 303,791 |
Fair Value / Carrying Value |  | 254,000 |
Agreements with mark-to-market collateral provisions | Residential Whole Loans |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 1,981,934 | $ 2,403,724
Fair Value / Carrying Value |  | $ 1,981,904 | $ 2,403,151
Weighted Average Cost of Funding |  | 4.23% | 2.02%
Weighted Average Term To Maturity (Months) |  | 9 months 21 days | 6 months 18 days
Agreements with mark-to-market collateral provisions | Residential Whole Loans | Not Held at Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Fair Value / Carrying Value |  | $ 932,500 |
Agreements with mark-to-market collateral provisions | Residential Whole Loans | 0-3 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 111,159 |
Agreements with mark-to-market collateral provisions | Residential Whole Loans | 3-6 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 731,907 |
Agreements with mark-to-market collateral provisions | Residential Whole Loans | 6-12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 835,077 |
Agreements with mark-to-market collateral provisions | Residential Whole Loans | Greater than 12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 303,791 |
Agreements with mark-to-market collateral provisions | Securitized debt |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 142,887 | $ 159,148
Fair Value / Carrying Value |  | $ 142,887 | $ 159,148
Weighted Average Cost of Funding |  | 3.94% | 1.50%
Weighted Average Term To Maturity (Months) |  | 1 month 15 days | 1 month 12 days
Agreements with mark-to-market collateral provisions | Securitized debt | 0-3 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | $ 142,887 |
Agreements with mark-to-market collateral provisions | Securitized debt | 3-6 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 0 |
Agreements with mark-to-market collateral provisions | Securitized debt | 6-12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 0 |
Agreements with mark-to-market collateral provisions | Securitized debt | Greater than 12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 0 |
Agreements with mark-to-market collateral provisions | Estimated Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Financing agreements, amortized cost |  | 932,500 | $ 627,000
Agreements with mark-to-market collateral provisions | Estimated Fair Value | Held at Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Fair Value / Carrying Value |  |  | 628,300
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 1,105,441 | 939,003
Fair Value / Carrying Value |  | $ 1,104,849 | $ 939,540
Weighted Average Cost of Funding |  | 5.46% | 3.50%
Weighted Average Term To Maturity (Months) |  | 16 months 15 days | 9 months 24 days
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | Held at Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Fair Value / Carrying Value |  | $ 604,700 |
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | 0-3 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 226,332 |
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | 3-6 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 0 |
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | 6-12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 523,612 |
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | Greater than 12 Months |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 355,497 |
Agreements with Non-mark-to-market Collateral Provisions | Estimated Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Fair Value / Carrying Value |  |  | $ 1,300,000
Financing agreements, amortized cost |  | 604,700 | 1,300,000
Securitized debt | Residential Whole Loans |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 4,116,330 | 2,645,495
Fair Value / Carrying Value |  | $ 3,832,311 | $ 2,650,473
Weighted Average Cost of Funding |  | 3.00% | 1.96%
Securitized debt | Residential Whole Loans | Held at Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Fair Value / Carrying Value |  | $ 2,900,000 |
Securitized debt | Estimated Fair Value |  |  |
Financing Agreements [Line Items] |  |  |
Fair Value / Carrying Value |  |  | $ 1,300,000
Financing agreements, amortized cost |  | 3,100,000 | 1,300,000
Convertible senior notes | Unsecured |  |  |
Financing Agreements [Line Items] |  |  |
Unpaid Principal Balance |  | 229,989 | 230,000
Fair Value / Carrying Value |  | $ 227,489 | $ 226,470
Weighted Average Cost of Funding |  | 6.94% | 6.94%

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