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Schedule IV - Mortgage Loans on Real Estate (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2017
USD ($)
loan
Dec. 31, 2016
USD ($)
loan
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 6,514 3,812
Movement in Mortgage Loans on Real Estate [Roll Forward]    
Residential whole loans, at carrying value, beginning balance [1] $ 590,540  
Residential whole loans, at fair value, beginning balance [1] 814,682  
Residential whole loans, at carrying value, ending balance [1] 908,516 $ 590,540
Residential whole loans, at fair value, ending balance [1] $ 1,325,115 814,682
Residential whole loans, at fair value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 11,306  
Balance Sheet Reported Amount $ 2,233,631  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 1,125,892  
Residential whole loans, at fair value | Carrying value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 4,792  
Balance Sheet Reported Amount $ 908,516  
Principal Amount of Loans Subject to Delinquent Principal or Interest 98,074  
Movement in Mortgage Loans on Real Estate [Roll Forward]    
Residential whole loans, at carrying value, beginning balance 590,540  
Purchases and capitalized advances 385,093  
Discount accretion 5,477  
Cash collections for principal and liquidations (63,521)  
Provision for loan loss 660  
Repurchases 0  
Transfer to REO (9,733)  
Residential whole loans, at carrying value, ending balance $ 908,516 590,540
Residential whole loans, at fair value | Fair value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 6,514  
Balance Sheet Reported Amount $ 1,325,115  
Principal Amount of Loans Subject to Delinquent Principal or Interest 1,027,818  
Movement in Mortgage Loans on Real Estate [Roll Forward]    
Residential whole loans, at fair value, beginning balance 814,682  
Purchases and capitalized advances 683,735  
Cash collections for principal and liquidations (87,072)  
Changes in unrealized gain/losses 33,617  
Repurchases (2,716)  
Transfer to REO (117,131)  
Residential whole loans, at fair value, ending balance $ 1,325,115 $ 814,682
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Carrying value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 1,779  
Balance Sheet Reported Amount $ 124,818  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 17,107  
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Carrying value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 0.00%  
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Carrying value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 13.08%  
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Fair value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 2,349  
Balance Sheet Reported Amount $ 169,575  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 118,572  
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Fair value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 0.00%  
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Fair value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 14.99%  
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Carrying value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 1,669  
Balance Sheet Reported Amount $ 269,846  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 33,693  
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Carrying value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 1.00%  
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Carrying value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 11.00%  
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Fair value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 2,154  
Balance Sheet Reported Amount $ 346,425  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 262,686  
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Fair value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 0.00%  
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Fair value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 12.38%  
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Carrying value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 876  
Balance Sheet Reported Amount $ 255,520  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 26,974  
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Carrying value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 2.00%  
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Carrying value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 10.00%  
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Fair value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 1,273  
Balance Sheet Reported Amount $ 373,112  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 271,908  
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Fair value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 1.50%  
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Fair value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 11.00%  
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Carrying value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 468  
Balance Sheet Reported Amount $ 258,332  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 20,300  
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Carrying value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 1.88%  
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Carrying value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 9.50%  
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Fair value    
Mortgage Loans on Real Estate [Line Items]    
Number (loans) | loan 738  
Balance Sheet Reported Amount $ 436,003  
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 374,652  
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Fair value | Minimum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 1.00%  
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Fair value | Maximum    
Mortgage Loans on Real Estate [Line Items]    
Interest Rate 10.88%  
[1] Includes approximately $183.2 million of Residential whole loans, at carrying value and $289.3 million of Residential whole loans, at fair value transferred to consolidated VIEs at December 31, 2017. Such assets can be used only to settle the obligations of each respective VIE.