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Fair Value of Financial Instruments - Fair Value Hierarchy (Details) - USD ($)
$ in Thousands
 6 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Assets:    
Total assets carried at fair value $ 6,409,906 $ 5,562,034
Liabilities:    
Securitized debt 2,323,718 1,316,131
Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 6,164,293 5,305,349
Liabilities:    
Total liabilities carried at fair value 4,199,458 3,266,773
Securities, at fair value    
Assets:    
Securities, at fair value 245,613 256,685
Agreements with Non-mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 441,883 1,322,362
Agreements with Mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 1,433,857 628,280
Level 1    
Assets:    
Total assets carried at fair value 0 0
Liabilities:    
Securitized debt 0 0
Level 1 | Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 0 0
Liabilities:    
Total liabilities carried at fair value 0 0
Level 1 | Securities, at fair value    
Assets:    
Securities, at fair value 0 0
Level 1 | Agreements with Non-mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 0 0
Level 1 | Agreements with Mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 0 0
Level 2    
Assets:    
Total assets carried at fair value 1,157,858 1,339,450
Liabilities:    
Securitized debt 2,323,718 1,316,131
Transfer to Level 2 544,700  
Level 2 | Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 912,245 1,082,765
Liabilities:    
Total liabilities carried at fair value 2,323,718 1,316,131
Level 2 | Securities, at fair value    
Assets:    
Securities, at fair value 245,613 256,685
Level 2 | Agreements with Non-mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 0 0
Level 2 | Agreements with Mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 0 0
Level 3    
Assets:    
Total assets carried at fair value 5,252,048 4,222,584
Liabilities:    
Securitized debt 0 0
Level 3 | Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 5,252,048 4,222,584
Liabilities:    
Total liabilities carried at fair value 1,875,740 1,950,642
Level 3 | Securities, at fair value    
Assets:    
Securities, at fair value 0 0
Level 3 | Agreements with Non-mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 441,883 1,322,362
Level 3 | Agreements with Mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value $ 1,433,857 $ 628,280