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Commitments and Contingencies - Contractual Commitments (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Dec. 31, 2021
Dec. 31, 2020
Agency Business Commitments            
Cash collateral $ 922,531 $ 569,928 $ 922,531 $ 569,928 $ 486,690 $ 197,470
Debt Obligations            
2022 (three months ending December 31, 2022) 1,267,183   1,267,183      
2023 2,152,200   2,152,200      
2024 3,463,405   3,463,405      
2025 2,098,991   2,098,991      
2026 4,481,821   4,481,821      
2027 633,633   633,633      
Thereafter 358,701   358,701      
Total 14,455,934   14,455,934      
Minimum Annual Operating Lease Payments            
2022 (three months ending December 31, 2022) 2,044   2,044      
2023 8,914   8,914      
2024 8,876   8,876      
2025 9,003   9,003      
2026 9,038   9,038      
2027 7,597   7,597      
Thereafter 27,706   27,706      
Total 73,178   73,178      
Total            
2022 (three months ending December 31, 2022) 1,269,227   1,269,227      
2023 2,161,114   2,161,114      
2024 3,472,281   3,472,281      
2025 2,107,994   2,107,994      
2026 4,490,859   4,490,859      
2027 641,230   641,230      
Thereafter 386,407   386,407      
Total 14,529,112   14,529,112      
Operating lease expense 2,400 $ 2,400 7,200 $ 7,000    
Unfunded CLO Commitments            
Unfunded commitments related to structured loans and investments 1,250,000   1,250,000   $ 975,200  
Fannie Mae Mortgage            
Agency Business Commitments            
Minimum liquid assets to be maintained to meet operational liquidity requirements 18,100   $ 18,100      
Period of funding for collateral requirement     48 months      
Forward Contracts            
Agency Business Commitments            
Period of contractual commitment     60 days      
Restricted liquidity arrangement - loans sold under the Fannie Mae DUS program | Fannie Mae Mortgage            
Agency Business Commitments            
Letter of credit assigned 45,000   $ 45,000      
Cash collateral 18,900   18,900      
Reserve required to fund additional restricted liquidity over the next 48 months 37,600   $ 37,600      
Period of additional funding for collateral requirement     48 months      
Cash collateral arrangement - purchase and loss obligations under Freddie Mac's SBL Program            
Agency Business Commitments            
Cash collateral per securitization 5,000   $ 5,000      
Outstanding letters of credit $ 5,000   $ 5,000