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Fair Value of Financial Instruments - Fair Value Methodology (Details)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2023
USD ($)
Dec. 31, 2022
USD ($)
Nonperforming    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased loans $ 739,189 $ 795,894
Purchases excluded from level 2 fair value 523 215
Performing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased loans 5,702,253 4,880,321
Purchases excluded from level 2 fair value 39,000  
Discounted cash flow | Nonperforming    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased loans 537,510 546,675
Discounted cash flow | Performing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased loans 5,634,049 4,857,587
Liquidation model | Nonperforming    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased loans 201,679 249,219
Simple average amount 472 457
Liquidation model | Performing    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Purchased loans $ 68,204 $ 22,734
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 (3.10%) (5.40%)
Liquidation timeline (in years) 1 month 6 days 1 month 6 days
Fair value inputs, value of underlying property $ 28 $ 28
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 (3.20%) (1.00%)
Liquidation timeline (in years) 9 months 18 days 9 months 18 days
Fair value inputs, value of underlying property $ 44 $ 50
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 12.00% 59.70%
Liquidation timeline (in years) 4 years 6 months 4 years 6 months
Fair value inputs, value of underlying property $ 4,720 $ 4,000
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 8.70% 10.70%
Liquidation timeline (in years) 4 years 2 months 12 days 4 years 2 months 12 days
Fair value inputs, value of underlying property $ 4,500 $ 2,850
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 0.063
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 0.065 0.056
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 0.110 0.100
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 0.455 0.227
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 0.071 0.070
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 0.080 0.076
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 0.080 0.078
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 0.080 0.078
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 0.080 0.078
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 0.080 0.078
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 0.080 0.078
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 0.080 0.078
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 0.291 0.335
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 0.419 0.448
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 0.076 0.089
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 0.092 0.079
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 0.307 0.524
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 0.260 0.194
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 0.028 0.037
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 0.009 0.008
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 1.000
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 0.101 0.113
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 0.110 0.073
Annual change in home prices | 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 3.50% 6.90%
Annual change in home prices | 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 2.20% 3.20%
Liquidation timeline (in years) | 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 10 months 24 days
Liquidation timeline (in years) | 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 9 months 18 days 1 year 10 months 24 days
Current value of underlying properties | 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 $ 787 $ 743
Current value of underlying properties | 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 $ 1,607 $ 1,319