XML 81 R71.htm IDEA: XBRL DOCUMENT v3.21.2
Collateralized Debt Obligations - Summary of Debt (Details) - Collateralized Debt Obligations - Secured Debt - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Sep. 30, 2021
Debt Instrument [Line Items]    
Outstanding Face Amount $ 1,547,963 $ 1,575,242
Collateralized debt, carrying value 1,623,658 1,615,078
Consolidated SLST    
Debt Instrument [Line Items]    
Outstanding Face Amount 975,017 861,184
Collateralized debt, carrying value $ 1,054,335 $ 904,976
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 $ 557,497 $ 714,058
Collateralized debt, carrying value $ 554,067 $ 710,102
Weighted average interest rate 3.36% 2.42%
Weighted Average Rate of Notes Issued 4.83% 3.38%
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%