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Residential Whole Loans - Residential Whole Loans, at Carrying Value Additional Information (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
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 $ 6,793,604 $ 6,315,738
Unpaid Principal Balance (“UPB”) $ 7,119,313 $ 6,189,012
Weighted Average Coupon 5.11% 5.05%
Weighted Average Term to Maturity (Months) 296 months 307 months
Settled Whole Loans | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans $ 3,487,780 $ 3,453,242
Unpaid Principal Balance (“UPB”) $ 3,636,992 $ 3,361,164
Weighted Average Coupon 4.96% 5.07%
Weighted Average Term to Maturity (Months) 356 months 355 months
Weighted Average LTV Ratio 65.00% 66.00%
Weighted Average FICO Scores 734 731
Settled Whole Loans | Non-QM loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 3,465,427 $ 3,165,964
Settled Whole Loans | Non-QM loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 76,261 77,581
Settled Whole Loans | Non-QM loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 17,781 22,864
Settled Whole Loans | Non-QM loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 77,523 94,755
Settled Whole Loans | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 1,038,770 727,964
Unpaid Principal Balance (“UPB”) $ 1,044,722 $ 731,154
Weighted Average Coupon 7.18% 7.18%
Weighted Average Term to Maturity (Months) 13 months 11 months
Weighted Average LTV Ratio 67.00% 67.00%
Weighted Average FICO Scores 743 735
Settled Whole Loans | Rehabilitation loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 952,587 $ 616,733
Settled Whole Loans | Rehabilitation loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 3,230 5,834
Settled Whole Loans | Rehabilitation loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 6,913 5,553
Settled Whole Loans | Rehabilitation loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 81,992 103,034
Settled Whole Loans | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 1,261,946 949,772
Unpaid Principal Balance (“UPB”) $ 1,319,956 $ 924,498
Weighted Average Coupon 5.40% 5.46%
Weighted Average Term to Maturity (Months) 326 months 329 months
Weighted Average LTV Ratio 70.00% 70.00%
Weighted Average FICO Scores 737 732
Settled Whole Loans | Single-family rental loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 1,283,285 $ 898,166
Settled Whole Loans | Single-family rental loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 5,169 2,150
Settled Whole Loans | Single-family rental loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 2,009 695
Settled Whole Loans | Single-family rental loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 29,493 23,487
Settled Whole Loans | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 92,863 101,995
Unpaid Principal Balance (“UPB”) $ 101,811 $ 111,710
Weighted Average Coupon 2.82% 2.76%
Weighted Average Term to Maturity (Months) 156 months 162 months
Weighted Average LTV Ratio 31.00% 37.00%
Weighted Average FICO Scores 722 722
Settled Whole Loans | Seasoned performing loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 93,000 $ 102,047
Settled Whole Loans | Seasoned performing loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 807 938
Settled Whole Loans | Seasoned performing loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 577 481
Settled Whole Loans | Seasoned performing loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 7,427 8,244
Settled Whole Loans | Agency eligible investor loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 912,245 1,082,765
Unpaid Principal Balance (“UPB”) $ 1,015,832 $ 1,060,486
Weighted Average Coupon 3.40% 3.40%
Weighted Average Term to Maturity (Months) 348 months 354 months
Weighted Average LTV Ratio 61.00% 62.00%
Weighted Average FICO Scores 767 767
Settled Whole Loans | Agency eligible investor loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 1,011,769 $ 1,039,257
Settled Whole Loans | Agency eligible investor loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 2,653 21,229
Settled Whole Loans | Agency eligible investor loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 596 0
Settled Whole Loans | Agency eligible investor loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 814 0
Settled Whole Loans | Purchased Credit Deteriorated Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 474,919 524,992
Unpaid Principal Balance (“UPB”) $ 587,058 $ 643,187
Weighted Average Coupon 4.57% 4.55%
Weighted Average Term to Maturity (Months) 280 months 283 months
Weighted Average LTV Ratio 65.00% 69.00%
Settled Whole Loans | Purchased Credit Deteriorated Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 425,803 $ 456,924
Settled Whole Loans | Purchased Credit Deteriorated Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 40,047 50,048
Settled Whole Loans | Purchased Credit Deteriorated Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 17,416 18,736
Settled Whole Loans | Purchased Credit Deteriorated Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 103,792 117,479
Settled Whole Loans | Purchased Non-Performing Loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 922,058 1,072,270
Unpaid Principal Balance (“UPB”) $ 969,007 $ 1,073,544
Weighted Average Coupon 4.92% 4.87%
Weighted Average Term to Maturity (Months) 280 months 283 months
Weighted Average LTV Ratio 70.00% 73.00%
Settled Whole Loans | Purchased Non-Performing Loans | Current    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB $ 460,929 $ 492,481
Settled Whole Loans | Purchased Non-Performing Loans | 30-59    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 83,631 87,041
Settled Whole Loans | Purchased Non-Performing Loans | 60-89    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 34,546 40,876
Settled Whole Loans | Purchased Non-Performing Loans | 90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Aging by UPB 389,901 453,146
Settled Whole Loans | Residential whole loans, total or weighted average    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Total Purchased Performing Loans 8,190,581 7,913,000
Unpaid Principal Balance (“UPB”) $ 8,675,378 $ 7,905,743
Weighted Average Coupon 5.06% 4.99%
Weighted Average Term to Maturity (Months) 293 months 301 months
Settled Whole Loans | Certain rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Weighted Average LTV Ratio 72.00% 71.00%