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Fair Value of Financial Instruments - Valuation for Level 3 Liabilities (Details) - Collateralized Debt Obligations - USD ($) $ in Thousands | 9 Months Ended
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Sep. 30, 2021 | Sep. 30, 2020
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period |  | $ 17,777,280
Total gains (realized/unrealized) |  |
Included in earnings |  | 101,221
Paydowns |  | (210,654)
Sales |  | (16,589,867)
Balance at the end of period |  | 1,077,980
Consolidated K-Series | VIE, Primary Beneficiary |  |
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period |  | 16,724,451
Total gains (realized/unrealized) |  |
Included in earnings |  | 35,018
Paydowns |  | (147,376)
Sales |  | (16,612,093)
Balance at the end of period |  | 0
Consolidated SLST | VIE, Primary Beneficiary |  |
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | $ 1,054,335 | 1,052,829
Total gains (realized/unrealized) |  |
Included in earnings | (35,525) | 66,203
Paydowns | (113,834) | (63,278)
Sales |  | 22,226
Balance at the end of period | $ 904,976 | $ 1,077,980

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- Definition Amount of gain (loss) recognized in income from liability measured at fair value on recurring basis using unobservable input (level 3). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
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