Fair Value Measurements - Summary of Significant Inputs to Fair Value Measurement (Details) - Fair Value, Inputs, Level 3
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Dec. 31, 2021
LoanCost
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Dec. 31, 2020 |
| Non-Agency MBS | Annualized Default Rate |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.777
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0.120
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| Non-Agency MBS | Loss-Given-Default |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.158
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0.400
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| Non-Agency MBS | Discount Rate |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.130
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0.139
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| Mortgage Loans of Consolidated VIE | Loss-Given-Default |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.086
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| Mortgage Loans of Consolidated VIE | Probability of Default |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.662
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| MSR financing receivables | Discount Rate |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.090
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| MSR financing receivables | Annualized Prepayment Rate |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
0.101
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| MSR financing receivables | Annual per-loan Cost of Servicing(Current Loans) |
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| Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items] |
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| Significant inputs to fair value measurement |
65.00
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