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Residential Whole Loans - Residential Whole Loans, at Carrying Value Additional Information (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2023	Dec. 31, 2022
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted Average LTV Ratio	80.00%
Loans	$ 1,753,080
Non-QM loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	958,099
Transitional loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	53,272
Single-family rental loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	201,563
Seasoned performing loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 79,465
Multi-Family Transitional Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted Average LTV Ratio	64.00%	64.00%
Loans	$ 699,000	$ 632,300
Financing Receivable, Weighted Average Term To Maturity	16 months	18 months
Settled Whole Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	$ 6,579,108	$ 6,273,743
Unpaid Principal Balance (“UPB”)	$ 6,921,980	$ 6,741,786
Weighted Average Coupon	5.96%	5.78%
Weighted Average Term to Maturity (Months)	265 months	271 months
60+ Delinquency %	3.10%	3.10%
Settled Whole Loans | Non-QM loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	$ 3,452,086	$ 3,352,471
Unpaid Principal Balance (“UPB”)	$ 3,683,664	$ 3,671,468
Weighted Average Coupon	5.22%	5.13%
Weighted Average Term to Maturity (Months)	349 months	351 months
Weighted Average LTV Ratio	65.00%	65.00%
Weighted Average Original FICO	735	733
60+ Delinquency %	2.70%	2.60%
Settled Whole Loans | Non-QM loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 3,508,600	$ 3,520,671
Settled Whole Loans | Non-QM loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	74,897	56,825
Settled Whole Loans | Non-QM loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	38,599	32,253
Settled Whole Loans | Non-QM loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	61,568	61,719
Settled Whole Loans | Transitional loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	1,521,279	1,411,997
Unpaid Principal Balance (“UPB”)	$ 1,537,094	$ 1,431,692
Weighted Average Coupon	8.07%	7.78%
Weighted Average Term to Maturity (Months)	11 months	12 months
Weighted Average LTV Ratio	65.00%	66.00%
Weighted Average Original FICO	746	746
60+ Delinquency %	4.80%	5.30%
Settled Whole Loans | Transitional loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 1,449,593	$ 1,348,815
Settled Whole Loans | Transitional loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	14,063	6,463
Settled Whole Loans | Transitional loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	7,522	2,234
Settled Whole Loans | Transitional loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	65,916	74,180
Settled Whole Loans | Single-family rental loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	1,465,469	1,375,297
Unpaid Principal Balance (“UPB”)	$ 1,542,253	$ 1,485,967
Weighted Average Coupon	5.87%	5.74%
Weighted Average Term to Maturity (Months)	322 months	324 months
Weighted Average LTV Ratio	69.00%	69.00%
Weighted Average Original FICO	737	737
60+ Delinquency %	2.60%	2.40%
Settled Whole Loans | Single-family rental loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 1,492,800	$ 1,442,095
Settled Whole Loans | Single-family rental loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	10,113	8,431
Settled Whole Loans | Single-family rental loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	5,527	7,978
Settled Whole Loans | Single-family rental loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	33,813	27,463
Settled Whole Loans | Seasoned performing loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	79,420	82,884
Unpaid Principal Balance (“UPB”)	$ 87,079	$ 90,843
Weighted Average Coupon	3.69%	3.31%
Weighted Average Term to Maturity (Months)	149 months	151 months
Weighted Average LTV Ratio	30.00%	30.00%
Weighted Average Original FICO	724	714
60+ Delinquency %	5.20%	5.90%
Settled Whole Loans | Seasoned performing loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 81,207	$ 84,514
Settled Whole Loans | Seasoned performing loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	1,386	993
Settled Whole Loans | Seasoned performing loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	617	937
Settled Whole Loans | Seasoned performing loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	3,869	4,399
Settled Whole Loans | Agency eligible investor loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	60,854	51,094
Unpaid Principal Balance (“UPB”)	$ 71,890	$ 61,816
Weighted Average Coupon	3.46%	3.44%
Weighted Average Term to Maturity (Months)	341 months	344 months
Weighted Average LTV Ratio	67.00%	68.00%
Weighted Average Original FICO	757	757
60+ Delinquency %	0.70%	0.00%
Settled Whole Loans | Agency eligible investor loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 70,739	$ 61,816
Settled Whole Loans | Agency eligible investor loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	661	0
Settled Whole Loans | Agency eligible investor loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	0	0
Settled Whole Loans | Agency eligible investor loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	490	0
Settled Whole Loans | Purchased Credit Deteriorated Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	439,775	448,887
Unpaid Principal Balance (“UPB”)	$ 543,594	$ 554,907
Weighted Average Coupon	4.71%	4.66%
Weighted Average Term to Maturity (Months)	275 months	277 months
Weighted Average LTV Ratio	63.00%	63.00%
60+ Delinquency %	19.20%	18.70%
Settled Whole Loans | Purchased Credit Deteriorated Loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 394,389	$ 403,042
Settled Whole Loans | Purchased Credit Deteriorated Loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	44,939	48,107
Settled Whole Loans | Purchased Credit Deteriorated Loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	18,057	16,270
Settled Whole Loans | Purchased Credit Deteriorated Loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	86,209	87,488
Settled Whole Loans | Purchased Non-Performing Loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	775,367	796,109
Unpaid Principal Balance (“UPB”)	$ 857,388	$ 884,257
Weighted Average Coupon	5.07%	5.01%
Weighted Average Term to Maturity (Months)	275 months	277 months
Weighted Average LTV Ratio	67.00%	68.00%
60+ Delinquency %	37.90%	39.60%
Settled Whole Loans | Purchased Non-Performing Loans | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	$ 443,433	$ 444,045
Settled Whole Loans | Purchased Non-Performing Loans | 30-59
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	89,259	89,623
Settled Whole Loans | Purchased Non-Performing Loans | 60-89
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	35,820	40,554
Settled Whole Loans | Purchased Non-Performing Loans | 90 or more
Accounts, Notes, Loans and Financing Receivable [Line Items]
Aging by UPB	288,876	310,035
Settled Whole Loans | Residential whole loans, total or weighted average
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total Purchased Performing Loans	7,794,250	7,518,739
Unpaid Principal Balance (“UPB”)	$ 8,322,962	$ 8,180,950
Weighted Average Coupon	5.80%	5.64%
Weighted Average Term to Maturity (Months)	267 months	272 months
60+ Delinquency %	7.80%	8.10%
Settled Whole Loans | Certain rehabilitation loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted Average LTV Ratio	69.00%	70.00%
Transitional loans | Certain rehabilitation loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Securitization of eligible investor loans	$ 223,000	$ 223,200

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