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Fair Value of Financial Instruments - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands | Sep. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Assets carried at fair value |  |
Investment securities available for sale | $ 323,399 | $ 1,760,812
Interest rate swaps |  |
Liabilities carried at fair value |  |
Derivative labilities |  | (29,000)
Variation margin |  | 44,800
Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 901,899
Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 20,277
Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 218,706 | 83,882
Preferred equity and mezzanine loan investments | 183,154 | 0
Total | 3,828,346 | 22,681,286
Liabilities carried at fair value |  |
Total | 1,077,980 | 17,777,280
Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 15,878
Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,290,005 | 1,328,886
Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 922,877
Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 50,958
Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 375,765 | 715,314
Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 182,925 | 267,777
Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 45,007 | 49,214
Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,177,298 | 1,429,754
Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 355,486 | 0
Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 17,816,746
Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 16,724,451
Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 1,077,980 | 1,052,829
Level 1 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 0 |
Total | 0 | 0
Liabilities carried at fair value |  |
Total | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 0
Level 2 |  |
Assets carried at fair value |  |
Investment securities available for sale | 603,697 | 2,006,140
Level 2 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 0 |
Total | 603,697 | 2,022,018
Liabilities carried at fair value |  |
Total | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 15,878
Level 2 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 922,877
Level 2 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 50,958
Level 2 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 375,765 | 715,314
Level 2 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 182,925 | 267,777
Level 2 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 45,007 | 49,214
Level 2 | Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 0
Level 3 |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 218,706 | 191,359
Level 3 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Investments in unconsolidated entities | 218,706 | 83,882
Preferred equity and mezzanine loan investments | 183,154 | 0
Total | 3,224,649 | 20,659,268
Liabilities carried at fair value |  |
Total | 1,077,980 | 17,777,280
Level 3 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans, at fair value | 1,290,005 | 1,328,886
Level 3 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Residential loans |  |
Assets carried at fair value |  |
Residential loans, at fair value |  | 1,429,754
Level 3 | Fair Value, Measurements, Recurring | Residential loans held in securitization trusts |  |
Assets carried at fair value |  |
Residential loans, at fair value | 355,486 | 0
Level 3 | Fair Value, Measurements, Recurring | Multi-family loans held in securitization trusts |  |
Assets carried at fair value |  |
Multi-family loans held in securitization trusts | 0 | 17,816,746
Level 3 | Fair Value, Measurements, Recurring | Multi-family collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | 0 | 16,724,451
Level 3 | Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value |  |
Liabilities carried at fair value |  |
Collateralized debt obligations, at fair value | $ 1,077,980 | $ 1,052,829

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