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Residential Loans - Fair Value Compared to Unpaid Principal (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value $ 3,049,166 $ 20,780,548 $ 12,707,625 $ 10,157,126
Unpaid Principal Balance 406,293      
Residential Mortgage Loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value 1,090,930 1,429,754    
Greater than 90 days past | Residential Mortgage Loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value 149,444 106,199    
Unpaid Principal Balance 169,553 122,918    
Greater than 90 days past | Residential Mortgage Loans | VIE, Primary Beneficiary        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Unpaid Principal Balance 236,700 50,700    
Financial Assets, Less than 90 days | Residential Mortgage Loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value 16,057 9,291    
Unpaid Principal Balance $ 17,748 $ 10,705