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Residential Whole Loans - LTV on Loans (Details) - 90 or more
$ in Thousands
Mar. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 206,277 $ 230,903
UPB 205,721 229,520
Fair Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value 721,338 781,245
UPB 744,189 800,145
Fair Value | Nonperforming    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value 424,871 454,443
UPB $ 426,578 $ 453,146
LTV (as a percent) 0.794 0.802
Non-QM loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 91,200 $ 96,473
UPB $ 90,126 $ 94,755
LTV (as a percent) 0.656 0.646
Rehabilitation loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 86,272 $ 103,166
UPB $ 86,280 $ 103,034
LTV (as a percent) 0.733 0.676
Single-family rental loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 20,845 $ 23,524
UPB $ 20,799 $ 23,487
LTV (as a percent) 0.735 0.734
Seasoned performing loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 7,780 $ 7,740
UPB $ 8,324 $ 8,244
LTV (as a percent) 0.437 0.456
Agency eligible investor loans | Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 180 $ 0
UPB $ 192 $ 0
LTV (as a percent) 0.737 0
Purchased Credit Deteriorated Loans | Fair Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 90,190 $ 95,899
UPB $ 111,890 $ 117,479
LTV (as a percent) 0.782 0.791