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Financing Agreements - Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Repurchase Agreements    
Fair value of securities pledged as collateral under financing agreements $ 8,019,405 $ 5,799,786
Mark-to-market financing agreements secured by residential whole loans    
Repurchase Agreements    
Fair value of securities pledged as collateral under financing agreements 2,629,919 4,140,961
Mark-to-market financing agreements secured by residential whole loans | Fair Value    
Repurchase Agreements    
Carrying Value 2,391,602 1,113,553
Fair value of securities pledged as collateral under financing agreements $ 3,301,288 $ 1,798,813
Weighted average haircut rate 25.27% 34.17%
Mark-to-market financing agreements secured by securities at fair value | Fair Value    
Repurchase Agreements    
Carrying Value $ 159,148 $ 213,915
Fair value of securities pledged as collateral under financing agreements $ 256,685 $ 399,999
Weighted average haircut rate 37.00% 41.16%
Mark-to-market financing agreements secured by real estate owned    
Repurchase Agreements    
Fair value of securities pledged as collateral under financing agreements $ 90,445 $ 49,477
Mark-to-market financing agreements secured by real estate owned | Fair Value    
Repurchase Agreements    
Carrying Value 11,549 10,609
Fair value of securities pledged as collateral under financing agreements $ 34,606 $ 22,525
Weighted average haircut rate 58.46% 55.56%
Non-mark-to-market financing secured by residential whole loans | Fair Value    
Repurchase Agreements    
Carrying Value $ 928,055 $ 1,156,125
Fair value of securities pledged as collateral under financing agreements $ 1,420,283 $ 1,930,283
Weighted average haircut rate 29.98% 39.46%
Non-mark-to-market financing secured by real estate owned | Fair Value    
Repurchase Agreements    
Carrying Value $ 11,485 $ 3,088
Fair value of securities pledged as collateral under financing agreements $ 29,894 $ 7,441
Weighted average haircut rate 61.28% 59.73%
Loan Securitization    
Repurchase Agreements    
Fair value of securities pledged as collateral under financing agreements   $ 141,900