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Fair Value of Financial Instruments - Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands | Dec. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Assets carried at fair value |  |
Preferred equity and mezzanine loan investments |  | $ 180,045
Investment securities available for sale, at fair value | $ 311,284 | 1,760,812
Interest rate swaps |  |
Liabilities carried at fair value |  |
Derivative in liability position |  | (29,000)
Variation margin |  | 44,800
Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 901,899
Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 20,277
Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 265,817 | 591,499
Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Preferred equity and mezzanine loan investments | 163,593 | 0
Equity investments | 259,095 | 83,882
Total | 4,196,580 | 22,681,286
Liabilities carried at fair value |  |
Total | 1,054,335 | 17,777,280
Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans: | 1,266,785 | 1,328,886
Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 15,878
Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 139,395 | 922,877
Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 50,958
Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 186,440 | 267,777
Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 43,225 | 49,214
Fair Value, Measurements, Recurring | Consolidated K-Series |  |
Assets carried at fair value |  |
Loans held in securitization trusts | 0 | 17,816,746
Fair Value, Measurements, Recurring | Residential Mortgage Loans Held In Securitization Trust, At Fair Value |  |
Assets carried at fair value |  |
Residential loans: | 691,451 | 0
Fair Value, Measurements, Recurring | Multi Family Collateralized Debt Obligations | Consolidated K-Series | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 16,724,451
Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value | Consolidated SLST | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 1,054,335 | 1,052,829
Fair Value, Measurements, Recurring | Residential Mortgage Loans |  |
Assets carried at fair value |  |
Residential loans: | 1,090,930 | 1,429,754
Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 355,666 | 715,314
Level 1 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Preferred equity and mezzanine loan investments | 0 | 0
Equity investments | 0 | 0
Total | 0 | 0
Liabilities carried at fair value |  |
Total | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans: | 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, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Consolidated K-Series |  |
Assets carried at fair value |  |
Loans held in securitization trusts | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential Mortgage Loans Held In Securitization Trust, At Fair Value |  |
Assets carried at fair value |  |
Residential loans: | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Multi Family Collateralized Debt Obligations | Consolidated K-Series | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value | Consolidated SLST | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Residential Mortgage Loans |  |
Assets carried at fair value |  |
Residential loans: | 0 | 0
Level 1 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 2 |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 724,726 | 2,006,140
Level 2 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Preferred equity and mezzanine loan investments | 0 | 0
Equity investments | 0 | 0
Total | 724,726 | 2,022,018
Liabilities carried at fair value |  |
Total | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans: | 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, at fair value | 139,395 | 922,877
Level 2 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 50,958
Level 2 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 186,440 | 267,777
Level 2 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 43,225 | 49,214
Level 2 | Fair Value, Measurements, Recurring | Consolidated K-Series |  |
Assets carried at fair value |  |
Loans held in securitization trusts | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Residential Mortgage Loans Held In Securitization Trust, At Fair Value |  |
Assets carried at fair value |  |
Residential loans: | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Multi Family Collateralized Debt Obligations | Consolidated K-Series | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value | Consolidated SLST | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Residential Mortgage Loans |  |
Assets carried at fair value |  |
Residential loans: | 0 | 0
Level 2 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 355,666 | 715,314
Level 3 |  |
Assets carried at fair value |  |
Equity investments | 259,095 | 191,359
Level 3 | Fair Value, Measurements, Recurring |  |
Assets carried at fair value |  |
Preferred equity and mezzanine loan investments | 163,593 | 0
Equity investments | 259,095 | 83,882
Total | 3,471,854 | 20,659,268
Liabilities carried at fair value |  |
Total | 1,054,335 | 17,777,280
Level 3 | Fair Value, Measurements, Recurring | Consolidated SLST | VIE, Primary Beneficiary |  |
Assets carried at fair value |  |
Residential loans: | 1,266,785 | 1,328,886
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 1,054,335 | 1,052,829
Level 3 | Fair Value, Measurements, Recurring | Interest rate swaps |  |
Assets carried at fair value |  |
Derivative assets | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Agency CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | CMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | ABS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | 0 | 0
Level 3 | Fair Value, Measurements, Recurring | Consolidated K-Series |  |
Assets carried at fair value |  |
Loans held in securitization trusts | 0 | 17,816,746
Level 3 | Fair Value, Measurements, Recurring | Residential Mortgage Loans Held In Securitization Trust, At Fair Value |  |
Assets carried at fair value |  |
Residential loans: | 691,451 | 0
Level 3 | Fair Value, Measurements, Recurring | Multi Family Collateralized Debt Obligations | Consolidated K-Series | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations | 0 | 16,724,451
Level 3 | Fair Value, Measurements, Recurring | Residential collateralized debt obligations, at fair value | Consolidated SLST | VIE, Primary Beneficiary |  |
Liabilities carried at fair value |  |
Multi-family collateralized debt obligations |  | 1,052,829
Level 3 | Fair Value, Measurements, Recurring | Residential Mortgage Loans |  |
Assets carried at fair value |  |
Residential loans: | 1,090,930 | 1,429,754
Level 3 | Fair Value, Measurements, Recurring | Non-Agency RMBS |  |
Assets carried at fair value |  |
Investment securities available for sale, at fair value | $ 0 | $ 0

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