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Variable Interest Entities - Consolidated Balance Sheet related to this consolidated VIE (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Dec. 31, 2021
LIABILITIES      
Non-recourse securitization obligations, collateralized by residential mortgage loans - at fair value, net $ 1,031,200   $ 616,557
Securitization costs 2,019 $ 0  
Fair Value Option Update, ASC 825      
LIABILITIES      
Securitization costs 2,000    
VIE - Primary Beneficiary      
ASSETS      
Accrued interest receivable 2,130   1,728
LIABILITIES      
Non-recourse securitization obligations, collateralized by residential mortgage loans - principal balance, amortized cost 550,462   619,108
Less: debt issuance costs capitalized (2,303)   (2,551)
Non-recourse securitization obligations, collateralized by residential mortgage loans, amortized cost, net 548,159   616,557
Non-recourse securitization obligations, collateralized by residential mortgage loans - principal balance, subject to fair value adjustment 500,462   0
Fair value adjustment (17,421)   0
Non-recourse securitization obligations, collateralized by residential mortgage loans - at fair value, net 483,041   0
Total non-recourse securitization obligations, collateralized by residential mortgage loans, net 1,031,200   616,557
Residential mortgage loans in securitization trust      
ASSETS      
Fair value 1,077,967   667,365
Residential mortgage loans in securitization trust | VIE - Primary Beneficiary      
ASSETS      
Residential mortgage loans in securitization trusts - cost 1,125,597   665,510
Fair value adjustment (47,630)   1,855
Fair value $ 1,077,967   $ 667,365