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Residential Whole Loans - Residential Whole Loans, at Carrying Value Additional Information (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Weighted Average LTV Ratio 80.00%  
Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans $ 6,315,738 $ 3,478,160
Unpaid Principal Balance (“UPB”) $ 6,189,012 $ 3,467,099
Weighted Average Coupon 5.05% 6.04%
Weighted Average Term to Maturity (Months) 307 months 281 months
Non-QM loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 3,453,242 $ 2,336,117
Unpaid Principal Balance (“UPB”) $ 3,361,164 $ 2,294,086
Weighted Average Coupon 5.07% 5.84%
Weighted Average Term to Maturity (Months) 355 months 351 months
Weighted Average LTV Ratio 66.00% 64.00%
Weighted Average FICO Scores 731 712
Non-QM loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 3,165,964 $ 2,042,405
Non-QM loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 77,581 71,303
Non-QM loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 22,864 35,697
Non-QM loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 94,755 144,681
Rehabilitation loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 727,964 563,430
Unpaid Principal Balance (“UPB”) $ 731,154 $ 581,801
Weighted Average Coupon 7.18% 7.29%
Weighted Average Term to Maturity (Months) 11 months 3 months
Weighted Average LTV Ratio 67.00% 63.00%
Weighted Average FICO Scores 735 719
Rehabilitation loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 616,733 $ 390,706
Rehabilitation loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 5,834 29,315
Rehabilitation loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 5,553 25,433
Rehabilitation loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 103,034 136,347
Single-family rental loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 949,772 442,456
Unpaid Principal Balance (“UPB”) $ 924,498 $ 442,208
Weighted Average Coupon 5.46% 6.32%
Weighted Average Term to Maturity (Months) 329 months 324 months
Weighted Average LTV Ratio 70.00% 70.00%
Weighted Average FICO Scores 732 730
Single-family rental loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 898,166 $ 411,377
Single-family rental loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 2,150 6,691
Single-family rental loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 695 3,907
Single-family rental loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 23,487 20,233
Seasoned performing loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 101,995 136,157
Unpaid Principal Balance (“UPB”) $ 111,710 $ 149,004
Weighted Average Coupon 2.76% 3.30%
Weighted Average Term to Maturity (Months) 162 months 171 months
Weighted Average LTV Ratio 37.00% 40.00%
Weighted Average FICO Scores 722 723
Seasoned performing loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 102,047 $ 136,778
Seasoned performing loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 938 2,248
Seasoned performing loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 481 1,155
Seasoned performing loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 8,244 8,823
Agency eligible investor loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans 1,082,765  
Unpaid Principal Balance (“UPB”) $ 1,060,486  
Weighted Average Coupon 3.40%  
Weighted Average Term to Maturity (Months) 354 months  
Weighted Average LTV Ratio 62.00%  
Weighted Average FICO Scores 767  
Agency eligible investor loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 1,039,257  
Agency eligible investor loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 21,229  
Agency eligible investor loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 0  
Agency eligible investor loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 0  
Purchased Credit Deteriorated Loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased Credit Deteriorated Loans 524,992 630,339
Unpaid Principal Balance (“UPB”) $ 643,187 $ 782,319
Weighted Average Coupon 4.55% 4.46%
Weighted Average Term to Maturity (Months) 283 months 287 months
Weighted Average LTV Ratio 69.00% 76.00%
Purchased Credit Deteriorated Loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 456,924 $ 544,803
Purchased Credit Deteriorated Loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 50,048 65,791
Purchased Credit Deteriorated Loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 18,736 26,697
Purchased Credit Deteriorated Loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 117,479 145,028
Purchased Non-performing Loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased Credit Deteriorated Loans 1,072,270 1,216,902
Unpaid Principal Balance (“UPB”) $ 1,073,544 $ 1,282,093
Weighted Average Coupon 4.87% 4.87%
Weighted Average Term to Maturity (Months) 283 months 290 months
Weighted Average LTV Ratio 73.00% 80.00%
Purchased Non-performing Loans | Settled Whole Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 492,481 $ 497,299
Purchased Non-performing Loans | Settled Whole Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 87,041 104,993
Purchased Non-performing Loans | Settled Whole Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 40,876 54,180
Purchased Non-performing Loans | Settled Whole Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 453,146 625,621
Residential whole loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased Credit Deteriorated Loans 7,913,000 5,325,401
Unpaid Principal Balance (“UPB”) $ 7,905,743 $ 5,531,511
Weighted Average Coupon 4.99% 5.54%
Weighted Average Term to Maturity (Months) 301 months 284 months
Certain rehabilitation loans | Settled Whole Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased performing loans $ 137,300 $ 189,900
Weighted Average LTV Ratio 71.00% 69.00%