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Derivative Financial Instruments - Offsetting of Derivative Assets - Derivative Liabilities, Financial Liabilities, and Collateral Held by Counterparty (Details) - USD ($)
$ in Thousands
Sep. 30, 2024
Dec. 31, 2023
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet $ 6,651,174 $ 3,822,724
Financial instruments (6,609,703) (3,769,449)
Net amount of liabilities in the consolidated balance sheet 41,471 53,275
Bank of America, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 1,456,536 875,766
Financial instruments (1,454,936) (872,148)
Net amount of liabilities in the consolidated balance sheet 1,600 3,618
Atlas Securitized Products, L.P.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 837,377 1,210,473
Financial instruments (837,377) (1,210,473)
Wells Fargo Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 802,353 116,275
Financial instruments (769,487) (114,647)
Net amount of liabilities in the consolidated balance sheet 32,866 1,628
Royal Bank of Canada    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 706,793 457,743
Financial instruments (706,793) (457,743)
JPMorgan Chase Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 675,917 243,225
Financial instruments (675,579) (243,225)
Net amount of liabilities in the consolidated balance sheet 338  
BNP Paribas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 557,496 185,425
Financial instruments (557,496) (185,425)
Citibank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 436,127 174,221
Financial instruments (436,127) (174,221)
Barclays Capital    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 310,540 128,488
Financial instruments (310,540) (118,667)
Net amount of liabilities in the consolidated balance sheet   9,821
Santander US Capital Markets LLC    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 282,511  
Financial instruments (282,077)  
Net amount of liabilities in the consolidated balance sheet 434  
Goldman Sachs    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 219,834 178,751
Financial instruments (219,834) (178,751)
Morgan Stanley Bank, N.A.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 209,495 195,714
Financial instruments (209,457) (164,149)
Net amount of liabilities in the consolidated balance sheet 38 31,565
Nomura Corporate Funding Americas    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 100,075 50,000
Financial instruments (100,000) (50,000)
Net amount of liabilities in the consolidated balance sheet 75  
Mizuho Bank, Ltd.    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 50,000  
Financial instruments (50,000)  
Ellington Management    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 3,089  
Net amount of liabilities in the consolidated balance sheet 3,089  
Others    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 809 5,923
Net amount of liabilities in the consolidated balance sheet 809 5,923
Interest rate lock commitments    
Derivative liabilities:    
Net amounts of liabilities presented in the consolidated balance sheet 2,222 720
Net amount of liabilities in the consolidated balance sheet $ 2,222 $ 720