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Financing Agreements - Pledged Collateral (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements $ 8,057,175 $ 8,019,405
Accrued interest on assets 30,900 25,700
Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 1,331,386 1,426,051
Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 2,654,442 3,556,273
Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 4,071,347 3,037,081
Residential whole loans, at carrying value    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 1,814,780 2,629,919
Residential whole loans, at carrying value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 215,993 693,982
Residential whole loans, at carrying value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 284,683 459,349
Residential whole loans, at carrying value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 1,314,104 1,476,588
Residential whole loans, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 5,980,471 5,042,356
Residential whole loans, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 1,095,556 706,377
Residential whole loans, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 2,164,158 2,810,865
Residential whole loans, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 2,720,757 1,525,114
Securities, at fair value    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 177,111 256,685
Securities, at fair value | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 0 0
Securities, at fair value | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 177,111 256,685
Securities, at fair value | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 0 0
Other assets: REO    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 84,813 90,445
Other assets: REO | Non-Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 19,837 25,692
Other assets: REO | Mark-to-Market    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements 28,490 29,374
Other assets: REO | Securitized    
Debt Instrument [Line Items]    
Fair value of securities pledged against the repurchase agreements $ 36,486 $ 35,379