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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
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