Fair Value Measurements - Summary of Significant Inputs to Fair Value Measurement (Details) - Fair Value, Inputs, Level 3	Sep. 30, 2022 LoanCost	Dec. 31, 2021 LoanCost
Annualized Voluntary Prepayment Rate | Subordinate Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.173
Annualized Voluntary Prepayment Rate | Excess Interest-Only Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.173
Annualized Default Rate | Subordinate Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.005
Annualized Default Rate | Excess Interest-Only Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.005
Loss-Given-Default | Subordinate Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.175
Loss-Given-Default | Excess Interest-Only Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.175
Discount Rate | Subordinate Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.078
Discount Rate | Excess Interest-Only Debt Obligations
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.177
Non-Agency MBS | Loss-Given-Default
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.184	0.158
Non-Agency MBS | Probability of Default
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.182	0.777
Mortgage Loans of Consolidated VIE | Loss-Given-Default
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.096	0.086
Mortgage Loans of Consolidated VIE | Probability of Default
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.503	0.662
MSR financing receivables | Annualized Voluntary Prepayment Rate
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.070	0.101
MSR financing receivables | Discount Rate
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	0.085	0.090
MSR financing receivables | Annual per-loan Cost of Servicing(Current Loans)
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]
Alternative Investment, Measurement Input	65.00	65.00