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Financing Agreements - Financing Agreements (Details)
$ in Thousands
9 Months Ended 12 Months Ended
Apr. 04, 2022
Sep. 30, 2022
USD ($)
Dec. 31, 2021
USD ($)
Financing Agreements [Line Items]      
Unpaid Principal Balance   $ 7,576,581 $ 6,377,370
Fair Value / Carrying Value   $ 7,289,440 $ 6,378,782
Weighted Average Cost of Funding   3.60% 2.44%
Stock split ratio, common stock 0.25    
Convertible Debt | 6.25% Convertible Senior Notes      
Financing Agreements [Line Items]      
Stock split ratio, common stock 0.25    
Agreements with mark-to-market collateral provisions      
Financing Agreements [Line Items]      
Unpaid Principal Balance   $ 2,124,821 $ 2,562,872
Fair Value / Carrying Value   $ 2,124,791 $ 2,562,299
Weighted Average Cost of Funding   4.22% 1.99%
Agreements with mark-to-market collateral provisions | 0-3 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   $ 254,046  
Agreements with mark-to-market collateral provisions | 3-6 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   731,907  
Agreements with mark-to-market collateral provisions | 6-12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   835,077  
Fair Value / Carrying Value   273,400  
Agreements with mark-to-market collateral provisions | Greater than 12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   303,791  
Fair Value / Carrying Value   254,000  
Agreements with mark-to-market collateral provisions | Residential Whole Loans      
Financing Agreements [Line Items]      
Unpaid Principal Balance   1,981,934 $ 2,403,724
Fair Value / Carrying Value   $ 1,981,904 $ 2,403,151
Weighted Average Cost of Funding   4.23% 2.02%
Weighted Average Term To Maturity (Months)   9 months 21 days 6 months 18 days
Agreements with mark-to-market collateral provisions | Residential Whole Loans | Not Held at Fair Value      
Financing Agreements [Line Items]      
Fair Value / Carrying Value   $ 932,500  
Agreements with mark-to-market collateral provisions | Residential Whole Loans | 0-3 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   111,159  
Agreements with mark-to-market collateral provisions | Residential Whole Loans | 3-6 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   731,907  
Agreements with mark-to-market collateral provisions | Residential Whole Loans | 6-12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   835,077  
Agreements with mark-to-market collateral provisions | Residential Whole Loans | Greater than 12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   303,791  
Agreements with mark-to-market collateral provisions | Securitized debt      
Financing Agreements [Line Items]      
Unpaid Principal Balance   142,887 $ 159,148
Fair Value / Carrying Value   $ 142,887 $ 159,148
Weighted Average Cost of Funding   3.94% 1.50%
Weighted Average Term To Maturity (Months)   1 month 15 days 1 month 12 days
Agreements with mark-to-market collateral provisions | Securitized debt | 0-3 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   $ 142,887  
Agreements with mark-to-market collateral provisions | Securitized debt | 3-6 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   0  
Agreements with mark-to-market collateral provisions | Securitized debt | 6-12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   0  
Agreements with mark-to-market collateral provisions | Securitized debt | Greater than 12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   0  
Agreements with mark-to-market collateral provisions | Estimated Fair Value      
Financing Agreements [Line Items]      
Financing agreements, amortized cost   932,500 $ 627,000
Agreements with mark-to-market collateral provisions | Estimated Fair Value | Held at Fair Value      
Financing Agreements [Line Items]      
Fair Value / Carrying Value     628,300
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans      
Financing Agreements [Line Items]      
Unpaid Principal Balance   1,105,441 939,003
Fair Value / Carrying Value   $ 1,104,849 $ 939,540
Weighted Average Cost of Funding   5.46% 3.50%
Weighted Average Term To Maturity (Months)   16 months 15 days 9 months 24 days
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | Held at Fair Value      
Financing Agreements [Line Items]      
Fair Value / Carrying Value   $ 604,700  
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | 0-3 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   226,332  
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | 3-6 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   0  
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | 6-12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   523,612  
Agreements with Non-mark-to-market Collateral Provisions | Residential Whole Loans | Greater than 12 Months      
Financing Agreements [Line Items]      
Unpaid Principal Balance   355,497  
Agreements with Non-mark-to-market Collateral Provisions | Estimated Fair Value      
Financing Agreements [Line Items]      
Fair Value / Carrying Value     $ 1,300,000
Financing agreements, amortized cost   604,700 1,300,000
Securitized debt | Residential Whole Loans      
Financing Agreements [Line Items]      
Unpaid Principal Balance   4,116,330 2,645,495
Fair Value / Carrying Value   $ 3,832,311 $ 2,650,473
Weighted Average Cost of Funding   3.00% 1.96%
Securitized debt | Residential Whole Loans | Held at Fair Value      
Financing Agreements [Line Items]      
Fair Value / Carrying Value   $ 2,900,000  
Securitized debt | Estimated Fair Value      
Financing Agreements [Line Items]      
Fair Value / Carrying Value     $ 1,300,000
Financing agreements, amortized cost   3,100,000 1,300,000
Convertible senior notes | Unsecured      
Financing Agreements [Line Items]      
Unpaid Principal Balance   229,989 230,000
Fair Value / Carrying Value   $ 227,489 $ 226,470
Weighted Average Cost of Funding   6.94% 6.94%