XML 144 R68.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Consolidated K-Series and Consolidated SLST - Narrative (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
securitization
Dec. 31, 2018
USD ($)
securitization
Dec. 31, 2017
USD ($)
Dec. 31, 2016
USD ($)
Variable Interest Entity [Line Items]        
Carrying Value $ 20,780,548 $ 12,707,625 $ 10,157,126 $ 7,565,459
Principal Amount of Loans Subject to Delinquent Principal or Interest 224,706      
Residential mortgage loans held in securitization trust, at fair value | First mortgage loans        
Variable Interest Entity [Line Items]        
Carrying Value 1,328,886      
Greater than 90 days past        
Variable Interest Entity [Line Items]        
Carrying Value 106,199 60,117    
Principal Amount of Loans Subject to Delinquent Principal or Interest 122,918 75,167    
Greater than 90 days past | Residential mortgage loans held in securitization trust, at fair value | First mortgage loans        
Variable Interest Entity [Line Items]        
Principal Amount of Loans Subject to Delinquent Principal or Interest 50,741      
Multi-family loans held in securitization trusts        
Variable Interest Entity [Line Items]        
Carrying Value 16,800,000 11,500,000    
Multi-Family CDOs        
Variable Interest Entity [Line Items]        
Carrying Value $ 16,800,000 $ 11,500,000    
Weighted average interest rate (as a percent) 3.85% 3.96%    
Consolidated K-Series        
Variable Interest Entity [Line Items]        
K-series net carrying value $ 1,100,000 $ 657,600    
Consolidated SLST        
Variable Interest Entity [Line Items]        
Consolidated SLST, carrying value $ 276,800      
Consolidated SLST | Multi-Family CDOs        
Variable Interest Entity [Line Items]        
Weighted average interest rate (as a percent) 3.53%      
VIE, Primary Beneficiary | Multi-family loans held in securitization trusts        
Variable Interest Entity [Line Items]        
Carrying Value $ 1,300,000      
Freddie Mac Multi-family Loan K-Series | Consolidated K-Series        
Variable Interest Entity [Line Items]        
Number of securitizations | securitization 14 9    
Consolidated SLST | VIE, Primary Beneficiary | Multi-Family CDOs        
Variable Interest Entity [Line Items]        
Carrying Value $ 1,300,000