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Residential Loans, at Fair Value - Fair Value Compared to Unpaid Principal (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value $ 3,575,601 $ 3,049,166 $ 20,780,548 $ 12,707,625
Unpaid Principal Balance 238,887      
Residential loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value 1,703,290 1,090,930    
Greater than 90 days past due | Residential loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value 92,990 149,444    
Unpaid Principal Balance 102,981 169,553    
Greater than 90 days past due | Residential loans | VIE, Primary Beneficiary        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Unpaid Principal Balance 135,900 236,700    
Less than 90 days past due | Residential loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Fair Value 17,102 16,057    
Unpaid Principal Balance $ 17,716 $ 17,748