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Collateralized Debt Obligations - Summary of Debt (Details) - Collateralized Debt Obligations - Secured Debt - USD ($)
$ in Thousands
3 Months Ended
Feb. 01, 2022
Mar. 31, 2021
Jun. 30, 2021
Dec. 31, 2020
Debt Instrument [Line Items]        
Outstanding Face Amount     $ 1,595,107 $ 1,547,963
Collateralized debt, carrying value     1,631,814 1,623,658
Consolidated SLST        
Debt Instrument [Line Items]        
Outstanding Face Amount     906,703 975,017
Collateralized debt, carrying value     $ 948,090 $ 1,054,335
Weighted average interest rate     2.75% 2.75%
Weighted Average Rate of Notes Issued     3.53% 3.53%
Residential loan securitizations        
Debt Instrument [Line Items]        
Outstanding Face Amount     $ 688,404 $ 557,497
Collateralized debt, carrying value     $ 683,724 $ 554,067
Weighted average interest rate     3.10% 3.36%
Weighted Average Rate of Notes Issued     4.35% 4.83%
Non-Agency RMBS Re-Securitization        
Debt Instrument [Line Items]        
Outstanding Face Amount       $ 15,449
Collateralized debt, carrying value       $ 15,256
Non-Agency RMBS Re-Securitization | LIBOR        
Debt Instrument [Line Items]        
Interest rate, basis spread   0.0525%    
Non-Agency RMBS Re-Securitization | LIBOR | Forecast | Subsequent Event        
Debt Instrument [Line Items]        
Interest rate, basis spread 7.75%