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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
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