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Fair Value of Financial Instruments - Fair Value Methodology (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Nonperforming    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased Loans $ 795,894 $ 1,071,774
Purchases excluded from level 2 fair value 215 496
Performing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased Loans 4,880,321 3,150,314
Discounted cash flow | Nonperforming    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased Loans 546,675 720,766
Discounted cash flow | Performing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased Loans 4,857,587 3,142,366
Liquidation model | Nonperforming    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased Loans 249,219 351,008
Simple average amount 457 421
Liquidation model | Performing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased Loans $ 22,734 $ 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 (5.40%) 4.50%
Liquidation timeline (in years) 1 month 6 days 1 month 6 days
Fair Value Inputs, Value of Underlying Property $ 28 $ 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 (1.00%) 0.00%
Liquidation timeline (in years) 9 months 18 days 9 months 18 days
Fair Value Inputs, Value of Underlying Property $ 50 $ 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 59.70% 21.90%
Liquidation timeline (in years) 4 years 6 months 4 years 6 months
Fair Value Inputs, Value of Underlying Property $ 4,000 $ 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 10.70% 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 $ 2,850 $ 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 0.063 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 0.100 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 0.227 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 0.070 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 0.076 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 0.078 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 0.078 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 0.078 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 0.078 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 0.078 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 0.078 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 0.335 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 0.448 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 0.089 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 0.079 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 6.90% 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 3.20% 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 0.194 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 0.037 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 0.008 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 10 months 24 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 0.113 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 0.073 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 $ 743 $ 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 $ 1,319 $ 691