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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 9 Months Ended
--- | ---
Sep. 30, 2021 | Sep. 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 | 83,305 | 72,991
Transfers in |  | 500,793
Transfers out | (3,787) | (243,855)
Transfers to securitization trust | 0 | 0
Funding/Contributions | 53,200 | 49,663
Paydowns/Distributions | (864,268) | (588,320)
Recovery of charge-off |  | 35
Sales | (67,452) | (17,475,238)
Purchases | 975,781 | 249,312
Balance at the end of period | 3,648,633 | 3,224,649
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 | (16,522) | 24,096
Transfers in |  | 0
Transfers out | 0 | 0
Transfers to securitization trust | 0 | 0
Funding/Contributions | 0 | 0
Paydowns/Distributions | (113,258) | (62,977)
Recovery of charge-off |  | 0
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 1,137,005 | 1,290,005
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)
Transfers to securitization trust |  | 0
Funding/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 | 28,094 | (26,069)
Transfers in |  | 164,279
Transfers out | (2,080) | (5,061)
Transfers to securitization trust | (236,751) | (317,089)
Funding/Contributions | 0 | 0
Paydowns/Distributions | (464,097) | (224,073)
Recovery of charge-off |  | 0
Sales | (65,076) | (93,755)
Purchases | 974,199 | 249,312
Balance at the end of period | 1,325,219 | 1,177,298
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 | 34,901 | 8,836
Transfers in |  | 46,572
Transfers out | (1,707) | (1,497)
Transfers to securitization trust | (236,751) | 317,089
Funding/Contributions | 0 | 0
Paydowns/Distributions | (149,019) | (15,514)
Recovery of charge-off |  | 0
Sales | (2,376) | 0
Purchases | 1,582 | 0
Balance at the end of period | 811,583 | 355,486
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 | 14,811 |
Transfers out | 0 |
Transfers to securitization trust | 0 |
Funding/Contributions | 7,970 |
Paydowns/Distributions | (66,562) |
Sales | 0 |
Purchases | 0 |
Balance at the end of period | 119,812 |
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 |  | 9,760
Transfers in |  | 182,465
Transfers out |  | 0
Transfers to securitization trust |  | 0
Funding/Contributions |  | 13,712
Paydowns/Distributions |  | (22,783)
Recovery of charge-off |  | 0
Sales |  | 0
Purchases |  | 0
Balance at the end of period |  | 183,154
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 |  | 14,573
Transfers in |  | 107,477
Funding/Contributions |  | 35,951
Paydowns/Distributions |  | (23,177)
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 | 22,021 | 14,573
Transfers in |  | 107,477
Transfers out | 0 | 0
Transfers to securitization trust | 0 | 0
Funding/Contributions | 45,230 | 35,951
Paydowns/Distributions | (71,332) | (23,177)
Recovery of charge-off |  | 0
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | $ 255,014 | $ 218,706

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