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Residential Whole Loans (Residential Whole Loans, at Carrying Value - Additional Information) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 5,367,871 $ 2,218,728
Purchased credit impaired loans 698,474 797,987
Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 3,706,857 1,354,774
Allowance for losses 388  
Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 1,023,766 494,576
Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 460,679 145,327
Allowance for losses 62  
Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 176,569 $ 224,051
Certain rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Allowance for losses $ 2,300  
90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Weighted average LTV ratio 89.69% 90.24%
Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Residential whole loans, at carrying value, total or weighted average $ 6,069,126  
Unpaid Principal Balance (“UPB”) $ 6,141,421  
Weighted Average Coupon 5.96%  
Weighted average contractual maturity 288 months  
Settled Whole Loans | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 3,707,245  
Unpaid Principal Balance (“UPB”) $ 3,592,701  
Weighted Average Coupon 5.96%  
Weighted average contractual maturity 368 months  
Weighted average LTV ratio 67.00%  
Weighted Average FICO Scores 716  
Settled Whole Loans | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 1,026,097  
Unpaid Principal Balance (“UPB”) $ 1,026,097  
Weighted Average Coupon 7.30%  
Weighted average contractual maturity 8 months  
Weighted average LTV ratio 64.00%  
Weighted Average FICO Scores 717  
Settled Whole Loans | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 460,741  
Unpaid Principal Balance (“UPB”) $ 457,146  
Weighted Average Coupon 6.29%  
Weighted average contractual maturity 324 months  
Weighted average LTV ratio 70.00%  
Weighted Average FICO Scores 734  
Settled Whole Loans | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 176,569  
Unpaid Principal Balance (“UPB”) $ 192,151  
Weighted Average Coupon 4.24%  
Weighted average contractual maturity 181 months  
Weighted average LTV ratio 46.00%  
Weighted Average FICO Scores 723  
Settled Whole Loans | Purchased credit impaired loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased credit impaired loans $ 698,474  
Unpaid Principal Balance (“UPB”) $ 873,326  
Weighted Average Coupon 4.46%  
Weighted average contractual maturity 294 months  
Weighted average LTV ratio 81.00%  
Settled Whole Loans | Certain rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 269,200  
Weighted average LTV ratio 69.00%  
Settled Whole Loans | Current | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) $ 3,492,533  
Settled Whole Loans | Current | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 868,281  
Settled Whole Loans | Current | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 432,936  
Settled Whole Loans | Current | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 187,683  
Settled Whole Loans | 30-59 | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 59,963  
Settled Whole Loans | 30-59 | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 67,747  
Settled Whole Loans | 30-59 | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 15,948  
Settled Whole Loans | 30-59 | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 2,164  
Settled Whole Loans | 60-89 | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 19,605  
Settled Whole Loans | 60-89 | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 27,437  
Settled Whole Loans | 60-89 | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 2,047  
Settled Whole Loans | 60-89 | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 430  
Settled Whole Loans | 90 or more | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 20,600  
Settled Whole Loans | 90 or more | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 62,632  
Settled Whole Loans | 90 or more | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 6,215  
Settled Whole Loans | 90 or more | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 1,874  
Settled Whole Loans | 90 or more | Purchased credit impaired loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) $ 108,998