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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 3 Months Ended
--- | ---
Mar. 31, 2021 | Mar. 31, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | $ 3,471,854 | $ 20,659,268
Total gains/(losses) (realized/unrealized) |  |
Included in earnings | 4,929 | (143,164)
Transfers in |  | 500,549
Transfers out | (1,684) | (240,812)
Contributions | 161 | 30,546
Paydowns/Distributions | (197,727) | (360,913)
Recovery of charge-off |  | 35
Sales | (6,633) | (17,431,443)
Purchases | 347,283 | 153,821
Balance at the end of period | 3,618,183 | 3,167,887
Consolidated SLST | VIE, Primary Beneficiary | Residential loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 1,266,785 | 1,328,886
Total gains/(losses) (realized/unrealized) |  |
Included in earnings | (27,057) | (89,087)
Transfers in |  | 0
Transfers out | 0 | 0
Contributions | 0 | 0
Paydowns/Distributions | (28,220) | (21,500)
Recovery of charge-off |  | 0
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 1,211,508 | 1,218,299
Consolidated K-Series | VIE, Primary Beneficiary | Multi-family loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period |  | 17,816,746
Total gains/(losses) (realized/unrealized) |  |
Included in earnings |  | 41,795
Transfers in |  | 0
Transfers out |  | (237,297)
Contributions |  | 0
Paydowns/Distributions |  | (239,796)
Recovery of charge-off |  | 35
Sales |  | (17,381,483)
Purchases |  | 0
Balance at the end of period |  | 0
Residential loans | Residential loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 1,090,930 | 1,429,754
Total gains/(losses) (realized/unrealized) |  |
Included in earnings | 9,386 | (94,418)
Transfers in |  | 164,035
Transfers out | (989) | (3,166)
Contributions | 0 | 0
Paydowns/Distributions | (125,646) | (84,719)
Recovery of charge-off |  | 0
Sales | (4,257) | (49,960)
Purchases | 347,283 | 153,821
Balance at the end of period | 1,316,707 | 1,515,347
Residential loans held in securitization trusts | Residential loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 691,451 | 0
Total gains/(losses) (realized/unrealized) |  |
Included in earnings | 14,123 | (1,739)
Transfers in |  | 46,572
Transfers out | (695) | (349)
Contributions | 0 | 0
Paydowns/Distributions | (24,436) | (1,500)
Recovery of charge-off |  | 0
Sales | (2,376) | 0
Purchases | 0 | 0
Balance at the end of period | 678,067 | 42,984
Multi-family loans | Multi-family loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 163,593 |
Total gains/(losses) (realized/unrealized) |  |
Included in earnings | 5,077 |
Transfers out | 0 |
Contributions | 0 |
Paydowns/Distributions | (16,834) |
Sales | 0 |
Purchases | 0 |
Balance at the end of period | 151,836 |
Preferred equity and mezzanine loan investments | Multi-family loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period |  | 0
Total gains/(losses) (realized/unrealized) |  |
Included in earnings |  | (209)
Transfers in |  | 182,465
Transfers out |  | 0
Contributions |  | 8,440
Paydowns/Distributions |  | (11,404)
Recovery of charge-off |  | 0
Sales |  | 0
Purchases |  | 0
Balance at the end of period |  | 179,292
Equity investments | Multi-family loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 259,095 | 83,882
Total gains/(losses) (realized/unrealized) |  |
Included in earnings | 3,400 | 494
Transfers in |  | 107,477
Transfers out | 0 | 0
Contributions | 161 | 22,106
Paydowns/Distributions | (2,591) | (1,994)
Recovery of charge-off |  | 0
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | $ 260,065 | $ 211,965

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