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Financing Agreements - Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral (Details) - USD ($) $ in Thousands | Mar. 31, 2023 | Dec. 31, 2022
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Asset Pledged as Collateral with Right |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Fair value of securities pledged as collateral under financing agreements | $ 8,350,163 | $ 8,057,175
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 | 1,744,490 | 1,814,780
Mark-to-market financing agreements secured by residential whole loans | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 1,675,343 | $ 2,095,002
Weighted average haircut (percent) | 21.35% | 18.33%
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 | $ 2,172,874 | $ 2,632,489
Mark-to-market financing agreements secured by securities at fair value | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 405,027 | $ 111,651
Weighted average haircut (percent) | 13.33% | 37.43%
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 | $ 484,646 | $ 177,111
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 | 81,362 | 84,813
Mark-to-market financing agreements secured by real estate owned | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 16,425 | $ 16,394
Weighted average haircut (percent) | 49.20% | 48.07%
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 | $ 33,833 | $ 33,367
Non-mark-to-market financing secured by residential whole loans | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 937,882 | $ 994,494
Weighted average haircut (percent) | 21.12% | 21.43%
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 | $ 1,228,569 | $ 1,301,685
Non-mark-to-market financing secured by real estate owned | Fair Value |  |
Assets Sold under Agreements to Repurchase [Line Items] |  |
Carrying Value | $ 8,123 | $ 9,109
Weighted average haircut (percent) | 61.26% | 60.23%
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 | $ 20,968 | $ 22,902

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- Definition The weighted average percentage amount by which the collateral value is contractually required to exceed the loan amount on the Company's repurchase agreements borrowings. + References No definition available. + Details
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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i)) -URI https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878 + Details
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- Definition Fair value of securities pledged as collateral against securities sold under agreement to repurchase. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 12 -URI https://asc.fasb.org/extlink&oid=99393222&loc=SL20226013-175313 + Details
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