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Fair Value - Significant Unobservable Inputs (Details)
$ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2021
Dec. 31, 2021
USD ($)
Item
Dec. 31, 2020
USD ($)
Item
$ / sqft
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities   $ 143,980 $ 167,349
Domestic servicing rights   16,780 13,202
Assets   83,850,397 80,873,509
Liabilities   77,201,590 76,010,933
Fair value measurements on recurring basis | Loans held-for-sale      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans under fair value option   2,936,025 1,022,979
Fair value measurements on recurring basis | RMBS      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities   143,980 167,349
Fair value measurements on recurring basis | CMBS      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities   22,244 19,457
Fair value measurements on recurring basis | Woodstar Fund investments      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Investments   1,040,309  
Fair value measurements on recurring basis | Domestic servicing rights, at fair value      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Domestic servicing rights   16,780 13,202
Fair value measurements on recurring basis | Level III | Loans held-for-sale      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans under fair value option   $ 2,936,025 $ 1,022,979
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, duration   6 years 3 months 18 days 7 years 3 months 18 days
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.026 0.033
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | FICO score      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input | Item   582 519
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | LTV      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.01 0.05
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Minimum | Purchase price      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.800 0.844
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, duration   39 years 10 months 24 days 39 years 3 months 18 days
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.092 0.097
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | FICO score      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input | Item   829 823
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | LTV      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.94 0.94
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Maximum | Purchase price      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   1.086 1.048
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, duration   27 years 4 months 24 days 26 years 3 months 18 days
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.042 0.059
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | FICO score      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   748 727
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | LTV      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   0.66 0.68
Fair value measurements on recurring basis | Level III | Loans held-for-sale | Weighted-average | Purchase price      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loans held-for-sale, measurement input   1.023 0.998
Fair value measurements on recurring basis | Level III | RMBS      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities   $ 143,980 $ 167,349
Loss severity for specified percentage of portfolio (as a percent)   18.00% 23.00%
Fair value measurements on recurring basis | Level III | RMBS | Minimum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loss severity for specified percentage of portfolio (as a percent)   45.00%  
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Constant prepayment rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.048 0.036
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Constant default rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.008 0.007
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Loss severity      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0 0
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Delinquency rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.10 0.10
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Servicer advances      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.19 0.23
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Annual coupon deterioration      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0 0
Fair value measurements on recurring basis | Level III | RMBS | Minimum | Putback amount per projected total collateral loss      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0 0
Fair value measurements on recurring basis | Level III | RMBS | Maximum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Loss severity for specified percentage of portfolio (as a percent)   80.00%  
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Constant prepayment rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.192 0.194
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Constant default rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.060 0.054
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Loss severity      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.86 0.85
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Delinquency rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.35 0.32
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Servicer advances      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.83 0.82
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Annual coupon deterioration      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.017 0.009
Fair value measurements on recurring basis | Level III | RMBS | Maximum | Putback amount per projected total collateral loss      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.08 0.17
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Constant prepayment rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.099 0.076
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Constant default rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.021 0.024
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Loss severity      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.26 0.20
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Delinquency rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.19 0.19
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Servicer advances      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.52 0.54
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Annual coupon deterioration      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.001 0.001
Fair value measurements on recurring basis | Level III | RMBS | Weighted-average | Putback amount per projected total collateral loss      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.005 0.008
Fair value measurements on recurring basis | Level III | CMBS      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities   $ 22,244 $ 19,457
Fair value measurements on recurring basis | Level III | CMBS | Minimum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale debt securities, term   0 days 0 years
Fair value measurements on recurring basis | Level III | CMBS | Minimum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0 0
Fair value measurements on recurring basis | Level III | CMBS | Maximum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale debt securities, term   7 years 2 months 12 days 7 years 7 months 6 days
Fair value measurements on recurring basis | Level III | CMBS | Maximum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   6.136 5.366
Fair value measurements on recurring basis | Level III | CMBS | Weighted-average      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale debt securities, term   5 years 2 months 12 days 5 years 3 months 18 days
Fair value measurements on recurring basis | Level III | CMBS | Weighted-average | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.093 0.071
Fair value measurements on recurring basis | Level III | Woodstar Fund investments      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Investments   $ 1,040,309  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Minimum | Discount rate - properties      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.058  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Minimum | Discount rate - debt      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.026  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Minimum | Terminal capitalization rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.048  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Maximum | Discount rate - properties      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.063  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Maximum | Discount rate - debt      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.033  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Maximum | Terminal capitalization rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.053  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Weighted-average | Discount rate - properties      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.060  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Weighted-average | Discount rate - debt      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.029  
Fair value measurements on recurring basis | Level III | Woodstar Fund investments | Weighted-average | Terminal capitalization rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Available-for-sale securities, measurement input   0.049  
Fair value measurements on recurring basis | Level III | Domestic servicing rights, at fair value      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Domestic servicing rights   $ 16,780 $ 13,202
Fair value measurements on recurring basis | Level III | Domestic servicing rights, at fair value | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Servicing asset, measurement input   0.0730 0.0750
Fair value measurements on recurring basis | Level III | Domestic servicing rights, at fair value | Discount rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Servicing asset, measurement input   0.15 0.15
Fair value measurements on recurring basis | Level III | Domestic servicing rights, at fair value | Weighted-average | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Servicing asset, measurement input   0.0730 0.0750
Fair value measurements on recurring basis | Level III | Domestic servicing rights, at fair value | Weighted-average | Discount rate      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Servicing asset, measurement input   0.15 0.15
Fair value measurements on recurring basis | Level III | VIE assets | Minimum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE duration (in years) 0 years 0 days  
Fair value measurements on recurring basis | Level III | VIE assets | Minimum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE assets, measurement input   0 0
Fair value measurements on recurring basis | Level III | VIE assets | Maximum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE duration (in years) 16 years 3 months 18 days 11 years  
Fair value measurements on recurring basis | Level III | VIE assets | Maximum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE assets, measurement input   6.153 3.122
Fair value measurements on recurring basis | Level III | VIE assets | Weighted-average      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE duration (in years) 3 years 9 months 18 days 3 years 2 months 12 days  
Fair value measurements on recurring basis | Level III | VIE assets | Weighted-average | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE assets, measurement input   0.130 0.143
Fair value measurements on recurring basis | Level III | VIE liabilities | Minimum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE duration (in years) 0 years 0 days  
Fair value measurements on recurring basis | Level III | VIE liabilities | Minimum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE liabilities, measurement input   0 0
Fair value measurements on recurring basis | Level III | VIE liabilities | Maximum      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE duration (in years) 10 years 9 months 18 days 11 years  
Fair value measurements on recurring basis | Level III | VIE liabilities | Maximum | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE liabilities, measurement input   6.153 3.122
Fair value measurements on recurring basis | Level III | VIE liabilities | Weighted-average      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE duration (in years) 3 years 9 months 18 days 2 years 3 months 18 days  
Fair value measurements on recurring basis | Level III | VIE liabilities | Weighted-average | Debt yield      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
VIE liabilities, measurement input   0.064 0.144
Primary beneficiary      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Investments   $ 1,040,309 $ 0
Assets   102,400  
Liabilities   53,500  
Primary beneficiary | Fair value measurements on recurring basis | VIE assets      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Assets   61,280,543 64,238,328
Primary beneficiary | Fair value measurements on recurring basis | VIE liabilities      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Liabilities   59,752,922 62,776,371
Primary beneficiary | Fair value measurements on recurring basis | Level III | VIE assets      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Assets   61,280,543 64,238,328
Primary beneficiary | Fair value measurements on recurring basis | Level III | VIE liabilities      
Quantitative information for Level 3 Fair Value Measurements for assets and liabilities measured at fair value on recurring basis      
Liabilities   $ 4,780,221 $ 2,019,876