v3.26.1
Valuation (Schedule of Financial Instruments) (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Mar. 31, 2026
Dec. 31, 2025
Mar. 31, 2025
Dec. 31, 2024
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) [1],[2] $ 1,230,743   $ 1,230,743     $ 1,034,882    
Forward MSR-related investments, at fair value(1) 75,901 [1] $ 81,256 75,901 [1] $ 81,256 $ 72,824 77,852 [1] $ 87,203 $ 77,848
Mortgage servicing rights, at fair value 30,040   30,040     28,913    
Loan commitments, at fair value 10,191   10,191     9,124    
Loan Purchase Commitments, at Fair Value 451   451     0    
Investments in unconsolidated entities, at fair value(1) [1] 402,259   402,259     312,421    
Financial derivatives–assets, at fair value 174,889   174,889     142,723    
Investments sold short, at fair value- (252,118)   (252,118)     (272,702)    
Financial derivatives–liabilities, at fair value- (80,793)   (80,793)     (53,073)    
Other secured borrowings, at fair value [1] (3,451,333)   (3,451,333)     (2,945,578)    
HMBS-related obligations, at fair value (11,057,752)   (11,057,752)     (10,406,332)    
Unsecured borrowings, at fair value 654,962   654,962     659,832    
Level 3                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 (7,877) (38,386) (35,438) (40,839)        
Assets, Transfers into Level 3 29,901 7,981 44,842 19,154        
Level 3 | Non-Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 396,915   396,915          
Level 3 | CMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 10,345   10,345          
Level 3 | CLOs                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 44,632   44,632          
Level 3 | Asset-backed securities, backed by consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 170,075   170,075          
Level 3 | Securities | Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 (265) (3,752) (6,051) (4,004)        
Assets, Transfers into Level 3 0 1,889 520 2,275        
Level 3 | Securities | Non-Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 (3,149) (34,634) (19,592) (31,455)        
Assets, Transfers into Level 3 16,873 1,883 26,915 7,491        
Level 3 | Securities | CMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 634 0 1,089 5,380        
Assets, Transfers into Level 3 685 4,209 134 9,388        
Level 3 | Securities | CLOs                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 (3,829) 0 (8,706) 0        
Assets, Transfers into Level 3 12,343 0 17,273 0        
Level 3 | Securities | Asset-backed securities, backed by consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Securities | Other asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Securities | Corporate equity securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Loans | Residential mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Loans | Commercial mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Loans | Consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Loans | Corporate loan [Member]                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Loans | Reverse mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Forward MSR-related Investments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Mortgage servicing rights                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Loan commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Investment in unconsolidated entities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 0 0 0        
Level 3 | Financial Derivatives - Assets | Total return swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0   0          
Assets, Transfers into Level 3 0   0          
Level 3 | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Assets, Transfers out of Level 3 0 0 0 0        
Assets, Transfers into Level 3 0 $ 0 0 $ 0        
Fair Value, Measurements, Recurring                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 19,798,925   19,798,925     18,246,562    
Total liabilities (15,496,958)   (15,496,958)     (14,337,559)    
Fair Value, Measurements, Recurring | Investments Sold Short | Government debt                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments sold short, at fair value- (252,118)   (252,118)     (272,702)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Credit default swaps on asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (2)   (2)     (2)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (111)   (111)     (155)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Credit default swaps on corporate bond indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (32,305)   (32,305)     (25,407)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (43,066)   (43,066)     (26,797)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (2,266)   (2,266)     (598)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (680)   (680)     (45)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value-           (69)    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value           42    
Fair Value, Measurements, Recurring | Financial Derivatives - Liabilities | Exchange Traded Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (2,363)   (2,363)          
Fair Value, Measurements, Recurring | Other secured borrowings, at fair value                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Other secured borrowings, at fair value (3,451,333)   (3,451,333)     (2,945,578)    
HMBS-related obligations, at fair value (11,057,752)   (11,057,752)     (10,406,332)    
Fair Value, Measurements, Recurring | Unsecured Borrowings                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Unsecured borrowings, at fair value 654,962   654,962     659,832    
Fair Value, Measurements, Recurring | Securities | Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 210,540   210,540     218,367    
Fair Value, Measurements, Recurring | Securities | Non-Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 548,297   548,297     453,552    
Fair Value, Measurements, Recurring | Securities | CMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 22,713   22,713     26,550    
Fair Value, Measurements, Recurring | Securities | CLOs                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 101,054   101,054     125,040    
Fair Value, Measurements, Recurring | Securities | Asset-backed securities, backed by consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 53,159   53,159     53,087    
Fair Value, Measurements, Recurring | Securities | Other asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 116,916   116,916     97,773    
Fair Value, Measurements, Recurring | Securities | Corporate debt securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 29,419   29,419     15,530    
Fair Value, Measurements, Recurring | Securities | Corporate equity securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 11,122   11,122     11,991    
Fair Value, Measurements, Recurring | Securities | U.S. Treasury securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 137,523   137,523     32,992    
Fair Value, Measurements, Recurring | Loans | Residential mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 3,559,269   3,559,269     3,643,094    
Fair Value, Measurements, Recurring | Loans | Commercial mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 675,066   675,066     640,712    
Fair Value, Measurements, Recurring | Loans | Consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 108   108     159    
Fair Value, Measurements, Recurring | Loans | Corporate loan [Member]                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 52,575   52,575     25,366    
Fair Value, Measurements, Recurring | Loans | Reverse mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 13,587,412   13,587,412     12,331,316    
Fair Value, Measurements, Recurring | Forward MSR-related Investments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Forward MSR-related investments, at fair value(1) 75,901   75,901     77,852    
Fair Value, Measurements, Recurring | Mortgage servicing rights                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Mortgage servicing rights, at fair value 30,040   30,040     28,913    
Fair Value, Measurements, Recurring | Loan commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan commitments, at fair value 10,191   10,191     9,124    
Fair Value, Measurements, Recurring | Investment in unconsolidated entities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments in unconsolidated entities, at fair value(1) 402,259   402,259     312,421    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Credit default swaps on asset-backed indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 1,127   1,127     2,206    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value           4,621    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 153,729   153,729     128,898    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Total return swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 63   63     24    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 499   499     257    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Warrants                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 3   3     1,095    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     14    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 280   280     5,607    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 3,237   3,237     1    
Fair Value, Measurements, Recurring | Financial Derivatives - Assets | Credit Default Swaps On Corporate Bonds Indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 15,951   15,951          
Fair Value, Measurements, Recurring | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value (472)   (472)          
Fair Value, Measurements, Recurring | Level 1                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 3,476   3,476     7,039    
Total liabilities (3,043)   (3,043)     (45)    
Fair Value, Measurements, Recurring | Level 1 | Investments Sold Short | Government debt                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments sold short, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Credit default swaps on asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Credit default swaps on corporate bond indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (680)   (680)     (45)    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value-           0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value           0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Liabilities | Exchange Traded Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (2,363)   (2,363)          
Fair Value, Measurements, Recurring | Level 1 | Other secured borrowings, at fair value                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Other secured borrowings, at fair value 0   0     0    
HMBS-related obligations, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Unsecured Borrowings                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Unsecured borrowings, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | Non-Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | CMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | CLOs                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | Asset-backed securities, backed by consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | Other asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | Corporate debt securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Securities | Corporate equity securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 239   239     337    
Fair Value, Measurements, Recurring | Level 1 | Securities | U.S. Treasury securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Loans | Residential mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Loans | Commercial mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Loans | Consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Loans | Corporate loan [Member]                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Loans | Reverse mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Forward MSR-related Investments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Forward MSR-related investments, at fair value(1)          
Fair Value, Measurements, Recurring | Level 1 | Mortgage servicing rights                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Mortgage servicing rights, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Loan commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan commitments, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Investment in unconsolidated entities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments in unconsolidated entities, at fair value(1) 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Credit default swaps on asset-backed indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value           0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Total return swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Warrants                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     1,095    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     5,607    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 3,237   3,237     0    
Fair Value, Measurements, Recurring | Level 1 | Financial Derivatives - Assets | Credit Default Swaps On Corporate Bonds Indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0          
Fair Value, Measurements, Recurring | Level 1 | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value 0   0          
Fair Value, Measurements, Recurring | Level 2                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 727,064   727,064     664,973    
Total liabilities (329,866)   (329,866)     (325,728)    
Fair Value, Measurements, Recurring | Level 2 | Investments Sold Short | Government debt                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments sold short, at fair value- (252,118)   (252,118)     (272,702)    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Credit default swaps on asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (111)   (111)     (155)    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Credit default swaps on corporate bond indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (32,305)   (32,305)     (25,407)    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (43,066)   (43,066)     (26,797)    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (2,266)   (2,266)     (598)    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value-           (69)    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value           0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Liabilities | Exchange Traded Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0          
Fair Value, Measurements, Recurring | Level 2 | Other secured borrowings, at fair value                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Other secured borrowings, at fair value 0   0     0    
HMBS-related obligations, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Unsecured Borrowings                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Unsecured borrowings, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Securities | Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 197,780   197,780     205,789    
Fair Value, Measurements, Recurring | Level 2 | Securities | Non-Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 151,382   151,382     185,805    
Fair Value, Measurements, Recurring | Level 2 | Securities | CMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 12,368   12,368     13,615    
Fair Value, Measurements, Recurring | Level 2 | Securities | CLOs                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 56,422   56,422     90,775    
Fair Value, Measurements, Recurring | Level 2 | Securities | Asset-backed securities, backed by consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Securities | Other asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Securities | Corporate debt securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Securities | Corporate equity securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Securities | U.S. Treasury securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 137,523   137,523     32,992    
Fair Value, Measurements, Recurring | Level 2 | Loans | Residential mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Loans | Commercial mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Loans | Consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Loans | Corporate loan [Member]                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Loans | Reverse mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Forward MSR-related Investments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Forward MSR-related investments, at fair value(1)          
Fair Value, Measurements, Recurring | Level 2 | Mortgage servicing rights                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Mortgage servicing rights, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Loan commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan commitments, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Investment in unconsolidated entities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments in unconsolidated entities, at fair value(1) 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Credit default swaps on asset-backed indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 1,127   1,127     2,206    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value           4,621    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 153,729   153,729     128,898    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Total return swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 499   499     257    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Warrants                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 3   3     0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     14    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 280   280     0    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     1    
Fair Value, Measurements, Recurring | Level 2 | Financial Derivatives - Assets | Credit Default Swaps On Corporate Bonds Indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 15,951   15,951          
Fair Value, Measurements, Recurring | Level 2 | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value 0   0          
Fair Value, Measurements, Recurring | Level 3                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Total assets 19,068,385   19,068,385     17,574,550    
Total liabilities (15,164,049)   (15,164,049)     (14,011,786)    
Fair Value, Measurements, Recurring | Level 3 | Investments Sold Short | Government debt                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments sold short, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Credit default swaps on asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- (2)   (2)     (2)    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Credit default swaps on corporate bond indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value-           0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value           42    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Liabilities | Exchange Traded Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–liabilities, at fair value- 0   0          
Fair Value, Measurements, Recurring | Level 3 | Other secured borrowings, at fair value                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Other secured borrowings, at fair value (3,451,333)   (3,451,333)     (2,945,578)    
HMBS-related obligations, at fair value (11,057,752)   (11,057,752)     (10,406,332)    
Fair Value, Measurements, Recurring | Level 3 | Unsecured Borrowings                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Unsecured borrowings, at fair value 654,962   654,962     659,832    
Fair Value, Measurements, Recurring | Level 3 | Securities | Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 12,760   12,760     12,578    
Fair Value, Measurements, Recurring | Level 3 | Securities | Non-Agency RMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 396,915   396,915     267,747    
Fair Value, Measurements, Recurring | Level 3 | Securities | CMBS                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 10,345   10,345     12,935    
Fair Value, Measurements, Recurring | Level 3 | Securities | CLOs                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 44,632   44,632     34,265    
Fair Value, Measurements, Recurring | Level 3 | Securities | Asset-backed securities, backed by consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 53,159   53,159     53,087    
Fair Value, Measurements, Recurring | Level 3 | Securities | Other asset-backed securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 116,916   116,916     97,773    
Fair Value, Measurements, Recurring | Level 3 | Securities | Corporate debt securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 29,419   29,419     15,530    
Fair Value, Measurements, Recurring | Level 3 | Securities | Corporate equity securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 10,883   10,883     11,654    
Fair Value, Measurements, Recurring | Level 3 | Securities | U.S. Treasury securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Securities, at fair value(1)(2) 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Loans | Residential mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 3,559,269   3,559,269     3,643,094    
Fair Value, Measurements, Recurring | Level 3 | Loans | Commercial mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 675,066   675,066     640,712    
Fair Value, Measurements, Recurring | Level 3 | Loans | Consumer loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 108   108     159    
Fair Value, Measurements, Recurring | Level 3 | Loans | Corporate loan [Member]                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 52,575   52,575     25,366    
Fair Value, Measurements, Recurring | Level 3 | Loans | Reverse mortgage loans                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loans, at fair value 13,587,412   13,587,412     12,331,316    
Fair Value, Measurements, Recurring | Level 3 | Forward MSR-related Investments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Forward MSR-related investments, at fair value(1) 75,901   75,901     77,852    
Fair Value, Measurements, Recurring | Level 3 | Mortgage servicing rights                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Mortgage servicing rights, at fair value 30,040   30,040     28,913    
Fair Value, Measurements, Recurring | Level 3 | Loan commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan commitments, at fair value 10,191   10,191     9,124    
Fair Value, Measurements, Recurring | Level 3 | Investment in unconsolidated entities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Investments in unconsolidated entities, at fair value(1) 402,259   402,259     312,421    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Credit default swaps on asset-backed indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Credit default swaps on corporate bonds                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value           0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Interest rate swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Total return swaps                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 63   63     24    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | TBA securities                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Warrants                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Futures                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Forwards                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Options                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0     $ 0    
Fair Value, Measurements, Recurring | Level 3 | Financial Derivatives - Assets | Credit Default Swaps On Corporate Bonds Indices                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Financial derivatives–assets, at fair value 0   0          
Fair Value, Measurements, Recurring | Level 3 | Loan Purchase Commitments                
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]                
Loan Purchase Commitments, at Fair Value $ (472)   $ (472)          
[1] Ellington Financial Inc.'s Consolidated Balance Sheets include assets and liabilities of variable interest entities it has consolidated. See Note 12 for additional details on Ellington Financial Inc.'s consolidated variable interest entities.
[2] Includes assets pledged as collateral to counterparties. See Note 14 for additional details on the Company's borrowings and related collateral.