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Use of Special Purpose Entities and Variable Interest Entities - Loan Securitization Transaction (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Asset-backed Securities, Securitized Loans and Receivables    
Variable Interest Entity [Line Items]    
Aggregate unpaid principal balance of residential whole loans sold $ 4,554,495 $ 3,984,355
Outstanding amount of Senior Bonds, at carrying value 1,173,265 1,334,342
Outstanding amount of Senior Bonds, at fair value 1,685,796 1,316,131
Outstanding amount of Senior Bonds, total $ 2,859,061 $ 2,650,473
Weighted average interest rate 2.41% 2.01%
Weighted average contractual maturity of Senior Bonds 38 years 36 years
Cash received $ 4,193,362 $ 3,682,082
Debt issuance cost 5,600 6,800
Senior Notes    
Variable Interest Entity [Line Items]    
Cash received 513,900  
Senior Notes | Asset-backed Securities, Securitized Loans and Receivables    
Variable Interest Entity [Line Items]    
Debt instrument, face amount 4,181,681 3,667,790
Proceeds from Senior bond sold with Step up feature $ 707,600 329,000
Debt instrument, coupon step-up period 36 months  
Senior Notes | Asset-backed Securities, Securitized Loans and Receivables | Minimum    
Variable Interest Entity [Line Items]    
Debt instrument, basis spread on variable rate 1.00%  
Senior Notes | Asset-backed Securities, Securitized Loans and Receivables | Maximum    
Variable Interest Entity [Line Items]    
Debt instrument, basis spread on variable rate 3.00%  
Senior Support Certificates | Asset-backed Securities, Securitized Loans and Receivables    
Variable Interest Entity [Line Items]    
Debt instrument, face amount $ 339,975 $ 283,930