Use of Special Purpose Entities and Variable Interest Entities - Narrative (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2022	Dec. 31, 2021
Variable Interest Entity [Line Items]
Total residential whole loans	$ 8,300,000	$ 7,900,000
Asset-backed Securities, Securitized Loans and Receivables
Variable Interest Entity [Line Items]
Proceeds from issuance of debt	4,193,362	3,682,082
Residential whole loans	3,200,000	3,000,000
Securitized debt	2,900,000	2,700,000
Asset-backed Securities, Securitized Loans and Receivables | Other Assets
Variable Interest Entity [Line Items]
Real estate owned at fair value	36,300	$ 35,400
Senior Bonds
Variable Interest Entity [Line Items]
Proceeds from issuance of debt	513,900
Proceed from debt net of offering expenses and underwriting discount	$ 511,300