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Financing Agreements - Borrowings Under Repurchase Agreement And Associated Assets Pledged as Collateral (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 8,550,535 $ 8,019,405
Mark-to-market financing agreements secured by residential whole loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements 2,304,684 2,629,919
Mark-to-market financing agreements secured by residential whole loans | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 2,769,019 2,391,602
Fair value of securities pledged as collateral under financing agreements $ 3,559,415 $ 3,301,288
Weighted average haircut (percent) 21.15% 25.27%
Mark-to-market financing agreements secured by securities at fair value | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 159,019 $ 159,148
Fair value of securities pledged as collateral under financing agreements $ 250,171 $ 256,685
Weighted average haircut (percent) 37.01% 37.00%
Mark-to-market financing agreements secured by real estate owned    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair value of securities pledged as collateral under financing agreements $ 94,393 $ 90,445
Mark-to-market financing agreements secured by real estate owned | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 12,897 11,549
Fair value of securities pledged as collateral under financing agreements $ 35,753 $ 34,606
Weighted average haircut (percent) 51.51% 58.46%
Non-mark-to-market financing secured by residential whole loans | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 989,612 $ 928,055
Fair value of securities pledged as collateral under financing agreements $ 1,422,837 $ 1,420,283
Weighted average haircut (percent) 26.88% 29.98%
Non-mark-to-market financing secured by real estate owned | Fair Value    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 11,796 $ 11,485
Fair value of securities pledged as collateral under financing agreements $ 31,921 $ 29,894
Weighted average haircut (percent) 62.36% 61.28%