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Residential Whole Loans - Residential Whole Loans, at Carrying Value Additional Information (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 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	$ 6,889,218	$ 6,315,738
Unpaid Principal Balance (“UPB”)	$ 7,471,463	$ 6,189,012
Weighted Average Coupon	5.31%	5.05%
Weighted Average Term to Maturity (Months)	287 months	307 months
Settled Whole Loans | Non-QM loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	$ 3,385,837	$ 3,453,242
Unpaid Principal Balance (“UPB”)	$ 3,669,113	$ 3,361,164
Weighted Average Coupon	5.06%	5.07%
Weighted Average Term to Maturity (Months)	353 months	355 months
Weighted Average LTV Ratio	65.00%	66.00%
Weighted Average Original FICO	733	731
Settled Whole Loans | Non-QM loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 3,534,877	$ 3,165,964
Settled Whole Loans | Non-QM loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	50,120	77,581
Settled Whole Loans | Non-QM loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	20,285	22,864
Settled Whole Loans | Non-QM loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	63,831	94,755
Settled Whole Loans | Residential transition loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	1,243,638	727,964
Unpaid Principal Balance (“UPB”)	$ 1,261,611	$ 731,154
Weighted Average Coupon	7.41%	7.18%
Weighted Average Term to Maturity (Months)	13 months	11 months
Weighted Average LTV Ratio	66.00%	67.00%
Weighted Average Original FICO	745	735
Settled Whole Loans | Residential transition loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 1,174,054	$ 616,733
Settled Whole Loans | Residential transition loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	8,047	5,834
Settled Whole Loans | Residential transition loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	2,000	5,553
Settled Whole Loans | Residential transition loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	77,510	103,034
Settled Whole Loans | Single-family rental loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	1,319,768	949,772
Unpaid Principal Balance (“UPB”)	$ 1,436,439	$ 924,498
Weighted Average Coupon	5.61%	5.46%
Weighted Average Term to Maturity (Months)	326 months	329 months
Weighted Average LTV Ratio	69.00%	70.00%
Weighted Average Original FICO	737	732
Settled Whole Loans | Single-family rental loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 1,406,215	$ 898,166
Settled Whole Loans | Single-family rental loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	3,704	2,150
Settled Whole Loans | Single-family rental loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	767	695
Settled Whole Loans | Single-family rental loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	25,753	23,487
Settled Whole Loans | Seasoned performing loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	86,979	101,995
Unpaid Principal Balance (“UPB”)	$ 95,443	$ 111,710
Weighted Average Coupon	3.09%	2.76%
Weighted Average Term to Maturity (Months)	155 months	162 months
Weighted Average LTV Ratio	30.00%	37.00%
Weighted Average Original FICO	713	722
Settled Whole Loans | Seasoned performing loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 87,887	$ 102,047
Settled Whole Loans | Seasoned performing loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	911	938
Settled Whole Loans | Seasoned performing loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	300	481
Settled Whole Loans | Seasoned performing loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	6,345	8,244
Settled Whole Loans | Agency eligible investor loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	852,996	1,082,765
Unpaid Principal Balance (“UPB”)	$ 1,008,857	$ 1,060,486
Weighted Average Coupon	3.40%	3.40%
Weighted Average Term to Maturity (Months)	345 months	354 months
Weighted Average LTV Ratio	61.00%	62.00%
Weighted Average Original FICO	767	767
Settled Whole Loans | Agency eligible investor loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 1,005,580	$ 1,039,257
Settled Whole Loans | Agency eligible investor loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	1,301	21,229
Settled Whole Loans | Agency eligible investor loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	758	0
Settled Whole Loans | Agency eligible investor loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	1,218	0
Settled Whole Loans | Purchased Credit Deteriorated Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	457,268	524,992
Unpaid Principal Balance (“UPB”)	$ 567,166	$ 643,187
Weighted Average Coupon	4.62%	4.55%
Weighted Average Term to Maturity (Months)	279 months	283 months
Weighted Average LTV Ratio	64.00%	69.00%
Settled Whole Loans | Purchased Credit Deteriorated Loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 415,369	$ 456,924
Settled Whole Loans | Purchased Credit Deteriorated Loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	37,675	50,048
Settled Whole Loans | Purchased Credit Deteriorated Loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	17,814	18,736
Settled Whole Loans | Purchased Credit Deteriorated Loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	96,308	117,479
Settled Whole Loans | Purchased Non-Performing Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	847,563	1,072,270
Unpaid Principal Balance (“UPB”)	$ 926,661	$ 1,073,544
Weighted Average Coupon	4.97%	4.87%
Weighted Average Term to Maturity (Months)	279 months	283 months
Weighted Average LTV Ratio	69.00%	73.00%
Settled Whole Loans | Purchased Non-Performing Loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 454,086	$ 492,481
Settled Whole Loans | Purchased Non-Performing Loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	83,492	87,041
Settled Whole Loans | Purchased Non-Performing Loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	45,854	40,876
Settled Whole Loans | Purchased Non-Performing Loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	343,229	453,146
Settled Whole Loans | Residential whole loans, total or weighted average
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	8,194,049	7,913,000
Unpaid Principal Balance (“UPB”)	$ 8,965,290	$ 7,905,743
Weighted Average Coupon	5.24%	4.99%
Weighted Average Term to Maturity (Months)	286 months	301 months
Settled Whole Loans | Certain rehabilitation loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted Average LTV Ratio	71.00%	71.00%
Residential transition loans | Certain rehabilitation loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Securitization of eligible investor loans	$ 194,100	$ 137,300

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