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Fair Value of Financial Instruments - Level 3 Assets (Details) - Recurring basis - Level 3 - Residential whole loans, at fair value - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Balance at beginning of period $ 5,252,047 $ 2,003,580 $ 4,222,584 $ 1,216,902
Purchases and originations 591,184 1,968,079 2,379,428 2,805,939
Draws 106,633 11,152 250,455 11,575
Changes in fair value recorded in Net gain on residential whole loans measured at fair value through earnings (241,093) 20,494 (623,012) 58,807
Repayments (236,236) (65,985) (718,983) (130,488)
Sales and repurchases 0 241 (10,496) 671
Transfer to REO (9,565) (6,978) (37,006) (32,823)
Balance at end of period $ 5,462,970 3,930,583 $ 5,462,970 3,930,583
Unsettled residential whole loans   $ 163,000   $ 163,000