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Use of Special Purpose Entities (SPE) and Variable Interest Entities (VIE) - Schedule of Operations (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Variable Interest Entity [Line Items]    
Interest Expense $ 19,699 $ 163,531
Total net interest income 30,340 47,082
Unrealized gains (losses), net 26,166 (396,780)
Other income 3,097 1,541
Total non-interest income (loss) 39,720 (622,003)
Total general, administrative and operating expenses 19,195 13,885
Net loss attributable to non-controlling interest in Consolidated VIEs (1,409) (184)
Net income (loss) attributable to Company 52,208 (588,383)
Consolidated K-Series    
Variable Interest Entity [Line Items]    
Interest income   151,841
Interest Expense   129,762
Total net interest income   22,079
Unrealized gains (losses), net   (10,951)
Other income   0
Total non-interest income (loss)   (10,951)
Total general, administrative and operating expenses   0
Net income (loss)   11,128
Net income (loss) attributable to Company   11,128
VIE, Primary Beneficiary | Consolidated SLST    
Variable Interest Entity [Line Items]    
Interest income 10,318 12,123
Interest Expense 7,104 8,535
Total net interest income 3,214 3,588
Unrealized gains (losses), net 9,225 (66,134)
Other income 0 0
Total non-interest income (loss) 9,225 (66,134)
Total general, administrative and operating expenses 0 0
Net income (loss) 12,439 (62,546)
Net income (loss) attributable to Company 12,439 (62,546)
VIE, Primary Beneficiary | Other    
Variable Interest Entity [Line Items]    
Interest income 0 0
Interest Expense 310 0
Total net interest income (310) 0
Unrealized gains (losses), net 0 0
Other income 1,495 (342)
Total non-interest income (loss) 1,495 (342)
Total general, administrative and operating expenses 2,924 26
Net income (loss) (1,739) (368)
Net loss attributable to non-controlling interest in Consolidated VIEs (1,409) (184)
Net income (loss) attributable to Company (330) (184)
VIE, Primary Beneficiary | Financing And Other VIEs    
Variable Interest Entity [Line Items]    
Interest income 10,318 163,964
Interest Expense 7,414 138,297
Total net interest income 2,904 25,667
Unrealized gains (losses), net 9,225 (77,085)
Other income 1,495 (342)
Total non-interest income (loss) 10,720 (77,427)
Total general, administrative and operating expenses 2,924 26
Net income (loss) 10,700 (51,786)
Net loss attributable to non-controlling interest in Consolidated VIEs (1,409) (184)
Net income (loss) attributable to Company $ 12,109 $ (51,602)