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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, 2018
Dec. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Residential whole loans, at carrying value, total or weighted average $ 2,464,794  
Unpaid Principal Balance (“UPB”) $ 2,660,686  
Weighted Average Coupon 5.46%  
Weighted Average Term to Maturity (Months) 278 months  
Weighted Average LTV Ratio 80.00%  
Other loans held at carrying value excluded $ 8,600  
Purchased credit impaired loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Purchased credit impaired loans 825,614 $ 790,879
Unpaid Principal Balance (“UPB”) $ 1,034,890  
Weighted Average Coupon 4.36%  
Weighted Average Term to Maturity (Months) 304 months  
Weighted Average LTV Ratio 87.00%  
Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Other loans at carrying value $ 989,818 55,612
Unpaid Principal Balance (“UPB”) $ 956,162  
Weighted Average Coupon 6.18%  
Weighted Average Term to Maturity (Months) 358 months  
Weighted Average LTV Ratio 66.00%  
Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Other loans at carrying value $ 329,301 56,706
Unpaid Principal Balance (“UPB”) $ 329,301  
Weighted Average Coupon 7.51%  
Weighted Average Term to Maturity (Months) 9 months  
Weighted Average LTV Ratio 65.00%  
Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Other loans at carrying value $ 79,699 5,319
Unpaid Principal Balance (“UPB”) $ 79,563  
Weighted Average Coupon 5.84%  
Weighted Average Term to Maturity (Months) 355 months  
Weighted Average LTV Ratio 68.00%  
Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Other loans at carrying value $ 247,135 $ 0
Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Other loans at carrying value 240,362  
Unpaid Principal Balance (“UPB”) $ 260,770  
Weighted Average Coupon 4.05%  
Weighted Average Term to Maturity (Months) 194 months  
Weighted Average LTV Ratio 49.00%  
Other residential whole loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Other loans held at carrying value excluded $ 6,800  
Current | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 944,564  
Current | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 309,951  
Current | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 78,172  
Current | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 239,025  
30-59 | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 8,564  
30-59 | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 12,836  
30-59 | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 870  
30-59 | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 20,373  
60-89 | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 1,865  
60-89 | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 3,620  
60-89 | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 0  
60-89 | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) $ 635  
90 or more    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Weighted Average LTV Ratio 89.48% 94.50%
90 or more | Non-QM loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) $ 1,169  
90 or more | Rehabilitation loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 2,894  
90 or more | Single-family rental loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) 521  
90 or more | Seasoned performing loans    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Unpaid Principal Balance (“UPB”) $ 737