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Fair Value of Financial Instruments - Valuation for Level 3 Liabilities (Details) - USD ($) $ in Thousands | 9 Months Ended |
--- | --- | ---
Sep. 30, 2020 | Sep. 30, 2019 | Dec. 31, 2019
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period |  | $ 17,777,280 |  |
Total losses/(gains) (realized/unrealized) |  |  |  |
Included in earnings |  | 101,221 |  |
Paydowns |  | (210,654) |  |
Sales |  | (16,589,867) |  |
Transfers out |  | 0 |  |
Balance at the end of period |  | 1,077,980 |  |
Liabilities | [1] | 2,367,730 |  | $ 21,278,340
VIE, Primary Beneficiary |  |  |  |
Total losses/(gains) (realized/unrealized) |  |  |  |
Liabilities |  | 1,440,936 |  | 17,878,314
VIE, Primary Beneficiary | Consolidated SLST |  |  |  |
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period |  | 1,052,829 |  |
Total losses/(gains) (realized/unrealized) |  |  |  |
Included in earnings |  | 66,203 |  |
Paydowns |  | (63,278) |  |
Sales |  | 22,226 |  |
Transfers out |  | 0 |  |
Balance at the end of period |  | 1,077,980 |  |
Liabilities |  | 1,081,644 |  | 1,055,472
VIE, Primary Beneficiary | Consolidated K-Series |  |  |  |
Total losses/(gains) (realized/unrealized) |  |  |  |
Liabilities |  |  |  | $ 16,782,324
Multi-family collateralized debt obligations |  |  |  |
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period |  | 16,724,451 | $ 11,022,248 |
Total losses/(gains) (realized/unrealized) |  |  |  |
Included in earnings |  | 35,018 | 694,043 |
Purchases |  |  | 3,633,525 |
Paydowns |  | (147,376) | (368,107) |
Charge-off |  |  | (3,510) |
Sales |  | (16,612,093) |  |
Transfers out |  | 0 |  |
Balance at the end of period |  | $ 0 | 14,978,199 |
Multi-family collateralized debt obligations | VIE, Primary Beneficiary | Consolidated K-Series |  |  |  |
Total losses/(gains) (realized/unrealized) |  |  |  |
Liabilities |  |  | $ 3,600,000 |
[1] | Our condensed consolidated balance sheets include assets and liabilities of consolidated variable interest entities ("VIEs") as the Company is the primary beneficiary of these VIEs. As of September 30, 2020 and December 31, 2019, assets of consolidated VIEs totaled $1,852,657 and $19,270,384, respectively, and the liabilities of consolidated VIEs totaled $1,440,936 and $17,878,314, respectively. See Note 9 for further discussion.

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