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Collateralized Debt Obligations - Summary of Debt (Details) - Collateralized debt obligations - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2020
Dec. 31, 2019
Debt Instrument [Line Items]      
Face amount   $ 1,547,963 $ 16,284,974
Collateralized debt obligations, at fair value   1,623,658 17,817,709
Consolidated SLST      
Debt Instrument [Line Items]      
Face amount   975,017 1,040,135
Collateralized debt obligations, at fair value   $ 1,054,335 $ 1,052,829
Weighted average interest rate (as a percent)   2.75% 2.75%
Weighted Average Rate of Notes Issued   3.53% 3.53%
Residential loan securitizations      
Debt Instrument [Line Items]      
Face amount   $ 557,497 $ 40,621
Collateralized debt obligations, at fair value   $ 554,067 $ 40,429
Weighted average interest rate (as a percent)   3.36% 2.41%
Weighted Average Rate of Notes Issued   4.83% 2.41%
Non-Agency RMBS Re-Securitization      
Debt Instrument [Line Items]      
Face amount   $ 15,449  
Collateralized debt obligations, at fair value   $ 15,256  
Non-Agency RMBS Re-Securitization | LIBOR      
Debt Instrument [Line Items]      
Interest rate, basis spread   0.0525%  
Weighted Average Rate of Notes Issued, basis spread   5.25%  
Non-Agency RMBS Re-Securitization | LIBOR | Subsequent Event | Forecast      
Debt Instrument [Line Items]      
Interest rate, basis spread 7.75%    
Consolidated K-Series      
Debt Instrument [Line Items]      
Face amount     $ 15,204,218
Collateralized debt obligations, at fair value     $ 16,724,451
Weighted average interest rate (as a percent)     4.12%
Weighted Average Rate of Notes Issued     3.85%