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Financing Agreements - Pledged Collateral (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Debt Instrument [Line Items]    
Accrued interest on assets $ 27,200 $ 25,700
Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 8,506,310 8,019,405
Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,442,387 1,426,051
Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,576,917 3,556,273
Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 4,487,006 3,037,081
Residential whole loans, at carrying value | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,902,616 2,629,919
Residential whole loans, at carrying value | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 248,936 693,982
Residential whole loans, at carrying value | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 307,841 459,349
Residential whole loans, at carrying value | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,345,839 1,476,588
Residential whole loans, at fair value | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 6,289,384 5,042,356
Residential whole loans, at fair value | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 1,171,526 706,377
Residential whole loans, at fair value | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,011,619 2,810,865
Residential whole loans, at fair value | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 3,106,239 1,525,114
Securities, at fair value | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 227,407 256,685
Securities, at fair value | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0 0
Securities, at fair value | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 227,407 256,685
Securities, at fair value | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 0 0
Other assets: REO | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 86,903 90,445
Other assets: REO | Non-Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 21,925 25,692
Other assets: REO | Mark-to-Market | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements 30,050 29,374
Other assets: REO | Securitized | Asset Pledged as Collateral with Right    
Debt Instrument [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 34,928 $ 35,379