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Principles of Consolidation - Income (Loss) from Consolidated VIEs Accounted for as Collateralized Financing Entities (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Variable Interest Entity [Line Items]        
Interest income $ 177,662 $ 145,722 $ 534,517 $ 412,722
Interest expense (142,727) (103,754) (405,992) (314,371)
Net Interest Income 34,935 41,968 128,525 98,351
Investment fair value changes, net (57,697) 26,077 (151,789) 120,644
Total non-interest (loss) income, net (37,135) 98,331 (129,359) 346,993
General and administrative expenses (40,107) (47,692) (106,927) (131,837)
Net (Loss) Income (50,411) 88,286 (119,462) 275,568
Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 123,161 96,304 381,969 290,092
Interest expense (93,643) (74,750) (291,897) (226,126)
Net Interest Income 29,518 21,554 90,072 63,966
Investment fair value changes, net (61,237) 18,380 (127,631) 78,323
Other income 286 10 631 10
Total non-interest (loss) income, net (60,951) 18,390 (127,000) 78,333
General and administrative expenses (55) (60) (130) (150)
Other expenses (372) (149) (1,158) (591)
Net (Loss) Income (31,860) 39,735 (38,216) 141,558
Legacy Sequoia | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 1,475 1,042 3,595 3,559
Interest expense (1,486) (641) (3,154) (2,271)
Net Interest Income (11) 401 441 1,288
Investment fair value changes, net (328) (247) (1,378) (1,162)
Other income 0 0 0 0
Total non-interest (loss) income, net (328) (247) (1,378) (1,162)
General and administrative expenses 0 0 0 0
Other expenses 0 0 0 0
Net (Loss) Income (339) 154 (937) 126
Sequoia | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 31,587 18,867 95,608 48,842
Interest expense (27,541) (15,368) (84,041) (38,848)
Net Interest Income 4,046 3,499 11,567 9,994
Investment fair value changes, net (10,936) 3,314 (20,644) 13,118
Other income 0 0 0 0
Total non-interest (loss) income, net (10,936) 3,314 (20,644) 13,118
General and administrative expenses 0 0 0 0
Other expenses 0 0 0 0
Net (Loss) Income (6,890) 6,813 (9,077) 23,112
CAFL | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 61,439 48,937 195,381 152,659
Interest expense (44,804) (37,489) (145,207) (118,543)
Net Interest Income 16,635 11,448 50,174 34,116
Investment fair value changes, net (4,527) 2,943 (23,972) 6,354
Other income 286 10 631 10
Total non-interest (loss) income, net (4,241) 2,953 (23,341) 6,364
General and administrative expenses 0 0 0 0
Other expenses 0 0 0 0
Net (Loss) Income 12,394 14,401 26,833 40,480
Freddie Mac SLST | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 16,098 18,707 49,851 58,372
Interest expense (12,829) (15,774) (40,286) (49,756)
Net Interest Income 3,269 2,933 9,565 8,616
Investment fair value changes, net (41,892) 13,849 (74,796) 54,282
Other income 0 0 0 0
Total non-interest (loss) income, net (41,892) 13,849 (74,796) 54,282
General and administrative expenses 0 0 0 0
Other expenses 0 0 0 0
Net (Loss) Income (38,623) 16,782 (65,231) 62,898
Freddie Mac K-Series | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 4,762 4,846 14,247 14,492
Interest expense (4,377) (4,460) (13,099) (13,294)
Net Interest Income 385 386 1,148 1,198
Investment fair value changes, net 316 554 390 11,330
Other income 0 0 0 0
Total non-interest (loss) income, net 316 554 390 11,330
General and administrative expenses 0 0 0 0
Other expenses 0 0 0 0
Net (Loss) Income 701 940 1,538 12,528
Servicing Investment | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 7,800 3,905 23,287 12,168
Interest expense (2,606) (1,018) (6,110) (3,414)
Net Interest Income 5,194 2,887 17,177 8,754
Investment fair value changes, net (3,286) (2,080) (11,259) (5,646)
Other income 0 0 0 0
Total non-interest (loss) income, net (3,286) (2,080) (11,259) (5,646)
General and administrative expenses (55) (60) (130) (150)
Other expenses (372) (149) (1,158) (591)
Net (Loss) Income 1,481 598 4,630 2,367
HEI | Variable Interest Entity, Primary Beneficiary        
Variable Interest Entity [Line Items]        
Interest income 0 0 0 0
Interest expense 0 0 0 0
Net Interest Income 0 0 0 0
Investment fair value changes, net (584) 47 4,028 47
Other income 0 0 0 0
Total non-interest (loss) income, net (584) 47 4,028 47
General and administrative expenses 0 0 0 0
Other expenses 0 0 0 0
Net (Loss) Income $ (584) $ 47 $ 4,028 $ 47