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Residential Whole Loans (LTV on Loans) (Details) - 90 Days or More Delinquent
$ in Thousands
Sep. 30, 2021
USD ($)
Dec. 31, 2020
USD ($)
Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 355,096 $ 432,774
UPB 375,946 455,112
Fair Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value 494,901 571,729
UPB 496,694 625,621
Fair Value | Nonperforming    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value 484,510 571,729
UPB $ 485,998 $ 625,621
LTV (as a percent) 0.812 0.868
Fair Value | Performing    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 10,391 $ 0
UPB $ 10,696 $ 0
LTV (as a percent) 0.627 0
Purchased credit deteriorated loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 100,905 $ 119,621
UPB $ 123,189 $ 145,028
LTV (as a percent) 0.798 0.867
Non-QM loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 121,741 $ 148,387
UPB $ 119,572 $ 144,681
LTV (as a percent) 0.645 0.659
Rehabilitation loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 101,012 $ 136,347
UPB $ 101,012 $ 136,347
LTV (as a percent) 0.686 0.658
Single-family rental loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 22,767 $ 20,388
UPB $ 22,771 $ 20,233
LTV (as a percent) 0.736 0.727
Seasoned performing loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 8,671 $ 8,031
UPB $ 9,402 $ 8,823
LTV (as a percent) 0.513 0.551