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Fair Value of Financial Instruments - Changes in Level 3 Assets and Liabilities Measured at Fair Value on Recurring Basis (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2022
USD ($)
Point Noncontrolling Interest  
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 $ 17,035
Acquisitions 0
Principal paydowns 0
Gains (losses) in net income, net 6,218
Other settlements, net 0
Ending balance - March 31, 2022 23,253
ABS Issued  
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 8,843,147
Acquisitions 680,749
Principal paydowns (520,949)
Gains (losses) in net income, net (527,079)
Other settlements, net 0
Ending balance - March 31, 2022 8,475,868
Residential Loans  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 7,592,398
Acquisitions 2,110,494
Originations 0
Sales (1,849,874)
Principal paydowns (297,480)
Gains (losses) in net income, net (337,595)
Unrealized losses in OCI, net 0
Other settlements, net (839)
Ending balance - March 31, 2022 7,217,104
Business purpose loans  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 4,790,989
Acquisitions 64,875
Originations 855,227
Sales (331,750)
Principal paydowns (407,991)
Gains (losses) in net income, net (216,300)
Unrealized losses in OCI, net 0
Other settlements, net (272)
Ending balance - March 31, 2022 4,754,778
Multifamily loans  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 473,514
Acquisitions 0
Originations 0
Sales 0
Principal paydowns (2,029)
Gains (losses) in net income, net (19,681)
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2022 451,804
Trading Securities  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 170,619
Acquisitions 5,006
Originations 0
Sales 0
Principal paydowns (485)
Gains (losses) in net income, net (1,456)
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2022 173,684
AFS Securities  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 206,792
Acquisitions 10,000
Originations 0
Sales 0
Principal paydowns (22,564)
Gains (losses) in net income, net 10,383
Unrealized losses in OCI, net (19,413)
Other settlements, net 0
Ending balance - March 31, 2022 185,198
Servicer Advance Investments  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 350,923
Acquisitions 0
Originations 0
Sales 0
Principal paydowns (45,005)
Gains (losses) in net income, net (3,081)
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2022 302,837
Excess MSRs  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 44,231
Acquisitions 0
Originations 0
Sales 0
Principal paydowns 0
Gains (losses) in net income, net (1,208)
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2022 43,023
HEIs  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 192,740
Acquisitions 40,141
Originations 0
Sales 0
Principal paydowns (12,671)
Gains (losses) in net income, net 6,923
Unrealized losses in OCI, net 0
Other settlements, net 0
Ending balance - March 31, 2022 227,133
MSRs  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 25,101
Acquisitions 5,793
Originations 0
Sales (1,762)
Principal paydowns (30)
Gains (losses) in net income, net 3,020
Unrealized losses in OCI, net 0
Other settlements, net (559)
Ending balance - March 31, 2022 31,563
Derivatives  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Beginning balance - December 31, 2021 4,130
Acquisitions 0
Principal paydowns 0
Gains (losses) in net income, net (42,379)
Other settlements, net 25,868
Ending balance - March 31, 2022 $ (12,381)