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Schedule IV - Mortgage Loans on Real Estate (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2021
USD ($)
loan
Dec. 31, 2020
USD ($)
Sep. 30, 2021
USD ($)
Jun. 30, 2021
USD ($)
Mar. 31, 2021
USD ($)
Sep. 30, 2020
USD ($)
Jun. 30, 2020
USD ($)
Mar. 31, 2020
USD ($)
Dec. 31, 2019
USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Allowance for credit loss $ 39,447 $ 86,833 $ 44,102 $ 54,261 $ 63,244 $ 106,246 $ 136,589 $ 218,011 $ 3,025
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]                  
Premium amortization/discount accretion, net 14,273                
Carrying value                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Allowance for credit loss $ 39,400                
Residential whole loans, at fair value | Carrying value                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Number | loan 24,095                
Balance Sheet Reported Amount $ 7,952,438                
Principal Amount of Loans Subject to Delinquent Principal or Interest 800,143                
Tax basis of loans 5,200,000                
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]                  
Residential whole loans, at fair value, beginning balance 5,325,401                
Purchases 4,591,645                
Changes in fair value recorded in Net gain on residential whole loans measured at fair value through earnings 16,243                
Repayments (1,999,022)                
Provision for loan loss 47,386                
Loan sales and repurchases (7,310)                
Transfer to REO (75,616)                
Residential whole loans, at fair value, ending balance $ 7,913,000 $ 5,325,401              
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Carrying value                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Number | loan 6,872                
Balance Sheet Reported Amount $ 601,637                
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 80,808                
Original loan balance $0 - $149,999 | Residential whole loans, at fair value | Carrying value | Minimum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in 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                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 16.00%                
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Carrying value                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Number | loan 7,875                
Balance Sheet Reported Amount $ 1,534,048                
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 183,576                
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Carrying value | Minimum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 0.00%                
Original loan balance $150,000 - $299,999 | Residential whole loans, at fair value | Carrying value | Maximum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 13.49%                
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Carrying value                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Number | loan 4,184                
Balance Sheet Reported Amount $ 1,408,772                
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 173,855                
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Carrying value | Minimum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 0.00%                
Original loan balance $300,000 - $449,999 | Residential whole loans, at fair value | Carrying value | Maximum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 11.65%                
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Carrying value                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Number | loan 5,164                
Balance Sheet Reported Amount $ 4,407,981                
Principal Amount of Loans Subject to Delinquent Principal or Interest $ 361,904                
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Carrying value | Minimum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 0.25%                
Original loan balance greater than $449,999 | Residential whole loans, at fair value | Carrying value | Maximum                  
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]                  
Interest Rate 10.20%