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Fair Value of Financial Instruments - Changes in Unrealized Gains (Losses) Included in Earnings for Level 3 Assets and Liabilities (Details) - Level 3 - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Collateralized Debt Obligations | Consolidated SLST | VIE, Primary Beneficiary        
Liabilities        
Unrealized gains (losses) $ (1,985) $ (13,918) $ 35,905 $ (62,907)
Residential loans | Consolidated SLST | VIE, Primary Beneficiary        
Assets        
Unrealized gains (losses) 6,287 41,063 (12,585) 28,014
Residential loans | Residential loans        
Assets        
Unrealized gains (losses) 7,881 35,420 21,476 (883)
Residential loans | Residential Loans Held in Securitization Trusts        
Assets        
Unrealized gains (losses) 12,791 817 31,015 (823)
Multi-family loans | Preferred Equity and Mezzanine Loan Investments        
Assets        
Unrealized gains (losses) 538 (955) 1,203 (6,518)
Multi-family loans | Equity investments        
Assets        
Unrealized gains (losses) $ (294) $ 7 $ 634 $ (4,052)