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Fair Value of Financial Instruments - Fair Value Hierarchy (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Assets:    
Total assets carried at fair value $ 7,094,326 $ 6,060,888
Liabilities:    
Securitized debt 3,123,478 2,435,370
Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 6,500,032 5,727,524
Liabilities:    
Total liabilities carried at fair value 4,116,746 3,898,744
Securities, at fair value    
Assets:    
Securities, at fair value 594,294 333,364
Agreements with Non-mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 440,106 884,495
Agreements with Mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value 553,162 578,879
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 652,362 384,458
Liabilities:    
Securitized debt 3,123,478 2,435,370
Level 2 | Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 58,068 51,094
Liabilities:    
Total liabilities carried at fair value 3,123,478 2,435,370
Level 2 | Securities, at fair value    
Assets:    
Securities, at fair value 594,294 333,364
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 6,441,964 5,676,430
Liabilities:    
Securitized debt 0 0
Level 3 | Residential whole loans, at fair value    
Assets:    
Residential whole loans, at fair value 6,441,964 5,676,430
Liabilities:    
Total liabilities carried at fair value 993,268 1,463,374
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 440,106 884,495
Level 3 | Agreements with Mark-to-market Collateral Provisions    
Liabilities:    
Liabilities carried at fair value $ 553,162 $ 578,879