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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 6 Months Ended
--- | ---
Jun. 30, 2021 | Jun. 30, 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 | 38,670 | (20,886)
Transfers in |  | 500,793
Transfers out | (2,674) | (241,599)
Transfers to securitization trust | 0 |
Contributions | 320 | 30,546
Paydowns/Distributions | (561,143) | (456,191)
Recovery of charge-off |  | 35
Sales | (17,944) | (17,475,238)
Purchases | 605,076 | 156,639
Balance at the end of period | 3,534,159 | 3,153,367
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 | (21,788) | (15,279)
Transfers in |  | 0
Transfers out | 0 | 0
Transfers to securitization trust | 0 |
Contributions | 0 | 0
Paydowns/Distributions | (68,458) | (38,757)
Recovery of charge-off |  | 0
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 1,176,539 | 1,274,850
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 | 14,494 | (55,144)
Transfers in |  | 164,279
Transfers out | (1,259) | (3,953)
Transfers to securitization trust | (160,623) |
Contributions | 0 | 0
Paydowns/Distributions | (306,209) | (155,135)
Recovery of charge-off |  | 0
Sales | (15,568) | (93,755)
Purchases | 605,076 | 156,639
Balance at the end of period | 1,226,841 | 1,442,685
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 | 21,105 | (1,730)
Transfers in |  | 46,572
Transfers out | (1,415) | (349)
Transfers to securitization trust | 160,623 |
Contributions | 0 | 0
Paydowns/Distributions | (70,025) | (3,800)
Recovery of charge-off |  | 0
Sales | (2,376) | 0
Purchases | 0 | 0
Balance at the end of period | 799,363 | 40,693
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 | 10,853 |
Transfers out | 0 |
Transfers to securitization trust | 0 |
Contributions | 0 |
Paydowns/Distributions | (47,727) |
Sales | 0 |
Purchases | 0 |
Balance at the end of period | 126,719 |
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 |  | 4,866
Transfers in |  | 182,465
Transfers out |  | 0
Contributions |  | 8,440
Paydowns/Distributions |  | (14,921)
Recovery of charge-off |  | 0
Sales |  | 0
Purchases |  | 0
Balance at the end of period |  | 180,850
Equity investments |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period |  | 83,882
Total gains/(losses) (realized/unrealized) |  |
Included in earnings |  | 4,606
Transfers in |  | 107,477
Contributions |  | 22,106
Paydowns/Distributions |  | (3,782)
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 | 14,006 | 4,606
Transfers in |  | 107,477
Transfers out | 0 | 0
Transfers to securitization trust | 0 |
Contributions | 320 | 22,106
Paydowns/Distributions | (68,724) | (3,782)
Recovery of charge-off |  | 0
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | $ 204,697 | $ 214,289

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