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Variable Interest Entities ("VIEs") - Maximum Risk of Loss (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Variable Interest Entity    
Carrying Amount $ 5,992,494 $ 7,804,259
Variable Interest Entity, Not Primary Beneficiary    
Variable Interest Entity    
Carrying Amount 74,551  
Company's Maximum Risk of Loss 74,551  
Variable Interest Entity, Not Primary Beneficiary | Non-Agency CMBS    
Variable Interest Entity    
Carrying Amount 61,295  
Company's Maximum Risk of Loss 61,295  
Variable Interest Entity, Not Primary Beneficiary | Non-Agency RMBS    
Variable Interest Entity    
Carrying Amount 8,402  
Company's Maximum Risk of Loss 8,402  
Variable Interest Entity, Not Primary Beneficiary | Investments in unconsolidated ventures    
Variable Interest Entity    
Carrying Amount 4,854  
Company's Maximum Risk of Loss $ 4,854