Fair Value of Financial Instruments - Fair Value Methodology (Details) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2022 USD ($)	Dec. 31, 2021 USD ($)
Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Purchased loans	$ 847,196	$ 1,071,774
Purchases excluded from level 2 fair value	367	496
Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Purchased loans	4,615,407	3,150,314
Discounted cash flow | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Purchased loans	585,502	720,766
Discounted cash flow | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Purchased loans	4,595,467	3,142,366
Liquidation model | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Purchased loans	261,694	351,008
Simple average amount	451	421
Liquidation model | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Purchased loans	$ 19,940	$ 7,948
Residential whole loans, at fair value | Level 3 | Liquidation model | Minimum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, annual change in home prices	0.00%	4.50%
Liquidation timeline (in years)	1 month 6 days	1 month 6 days
Fair value inputs, value of underlying property	$ 36	$ 10
Residential whole loans, at fair value | Level 3 | Liquidation model | Minimum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, annual change in home prices	0.00%	0.00%
Liquidation timeline (in years)	9 months 18 days	9 months 18 days
Fair value inputs, value of underlying property	$ 60	$ 60
Residential whole loans, at fair value | Level 3 | Liquidation model | Maximum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, annual change in home prices	16.40%	21.90%
Liquidation timeline (in years)	4 years 6 months	4 years 6 months
Fair value inputs, value of underlying property	$ 3,704	$ 3,995
Residential whole loans, at fair value | Level 3 | Liquidation model | Maximum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, annual change in home prices	11.80%	14.80%
Liquidation timeline (in years)	4 years 2 months 12 days	4 years 2 months 12 days
Fair value inputs, value of underlying property	$ 2,900	$ 1,750
Discount rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.058	0.015
Discount rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.056	0.014
Discount rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.104	0.098
Discount rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.256	0.259
Discount rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.068	0.036
Discount rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.073	0.039
Discount rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Minimum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.077	0.067
Discount rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Minimum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.075	0.070
Discount rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Maximum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.077	0.500
Discount rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Maximum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.075	0.070
Discount rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.077	0.080
Discount rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.075	0.070
Prepayment rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.000	0.000
Prepayment rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.000	0.000
Prepayment rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.349	0.440
Prepayment rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.507	0.472
Prepayment rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.088	0.144
Prepayment rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.082	0.190
Prepayment rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, annual change in home prices	5.60%	9.70%
Prepayment rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, annual change in home prices	6.20%	6.50%
Default rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.000	0.000
Default rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.000	0.000
Default rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.524	0.508
Default rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.283	0.178
Default rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.036	0.039
Default rate | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.005	0.002
Default rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidation timeline (in years)	1 year 10 months 24 days	1 year 8 months 12 days
Default rate | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liquidation timeline (in years)	1 year 8 months 12 days	2 years
Loss severity | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.000	0.000
Loss severity | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Minimum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.000	0.000
Loss severity | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	1.000	1.000
Loss severity | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Maximum | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	1.000	0.100
Loss severity | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.114	0.117
Loss severity | Residential whole loans, at fair value | Level 3 | Discounted cash flow | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Measurement input	0.075	0.084
Loss severity | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Nonperforming
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, value of underlying property	$ 765	$ 770
Loss severity | Residential whole loans, at fair value | Level 3 | Liquidation model | Weighted Average | Performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, value of underlying property	$ 1,455	$ 691