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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) | 12 Months Ended
--- | ---
Dec. 31, 2022 | Dec. 31, 2021 | Dec. 31, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | $ 3,935,253,000 | $ 3,471,854,000 | $ 20,659,268,000
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | (375,144,000) | 99,416,000 | 138,979,000
Transfers in |  |  | 500,793,000
Transfers out | (18,858,000) | (4,133,000) | (254,525,000)
Transfers to securitization trust, net | 0 | 0 | 0
Transfer to disposal group held for sale | 0 |  |
Funding/Contributions | 28,086,000 | 145,143,000 | 80,500,000
Paydowns/Distributions | (1,501,232,000) | (1,281,879,000) | (744,378,000)
Recovery of charge-off |  |  | 35,000
Sales |  | (77,127,000) | (17,478,375,000)
Purchases | 1,733,265,000 | 1,581,979,000 | 569,557,000
Balance at the end of period | $ 3,801,370,000 | $ 3,935,253,000 | $ 3,471,854,000
Fair Value, Asset, Recurring Basis, Unobservable Input Reconciliation, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] | Total non-interest (loss) income | Total non-interest (loss) income | Total non-interest (loss) income
VIE, Primary Beneficiary |  |  |
Total (losses)/gains (realized/unrealized) |  |  |
Sales |  |  | $ 16,589,867,000
VIE, Primary Beneficiary | Consolidated SLST |  |  |
Total (losses)/gains (realized/unrealized) |  |  |
Sales |  |  | (22,226,000)
VIE, Primary Beneficiary | Consolidated K-Series |  |  |
Total (losses)/gains (realized/unrealized) |  |  |
Sales |  |  | 16,612,093,000
Residential loans |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | $ 1,703,290,000 | $ 1,090,930,000 | 1,429,754,000
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | (111,879,000) | 36,844,000 | (9,240,000)
Transfers in |  |  | 164,279,000
Transfers out | (17,052,000) | (2,080,000) | (6,017,000)
Transfers to securitization trust, net | (1,422,577,000) | (305,433,000) | (651,911,000)
Transfer to disposal group held for sale | 0 |  |
Funding/Contributions | 0 | 0 | 0
Paydowns/Distributions | (712,214,000) | (618,790,000) | (308,600,000)
Recovery of charge-off |  |  | 0
Sales |  | (74,751,000) | (96,892,000)
Purchases | 1,641,816,000 | 1,576,570,000 | 569,557,000
Balance at the end of period | 1,081,384,000 | 1,703,290,000 | 1,090,930,000
Residential loans | VIE, Primary Beneficiary | Consolidated SLST |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 1,070,882,000 | 1,266,785,000 | 1,328,886,000
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | (128,236,000) | (35,953,000) | 27,898,000
Transfers in |  |  | 0
Transfers out | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0
Transfer to disposal group held for sale | 0 |  |
Funding/Contributions | 0 | 0 | 0
Paydowns/Distributions | (115,064,000) | (159,950,000) | (89,999,000)
Recovery of charge-off |  |  | 0
Sales |  | 0 | 0
Purchases | 0 | 0 | 0
Balance at the end of period | 827,582,000 | 1,070,882,000 | 1,266,785,000
Residential loans held in securitization trusts |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 801,429,000 | 691,451,000 | 0
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | (162,518,000) | 43,001,000 | 31,402,000
Transfers in |  |  | 46,572,000
Transfers out | (1,806,000) | (2,053,000) | (2,492,000)
Transfers to securitization trust, net | 1,422,577,000 | 305,433,000 | 651,911,000
Transfer to disposal group held for sale | 0 |  |
Funding/Contributions | 0 | 0 | 0
Paydowns/Distributions | (535,017,000) | (239,436,000) | (35,942,000)
Recovery of charge-off |  |  | 0
Sales |  | (2,376,000) | 0
Purchases | 91,449,000 | 5,409,000 | 0
Balance at the end of period | 1,616,114,000 | 801,429,000 | 691,451,000
Multi-family loans |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 120,021,000 | 163,593,000 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 9,531,000 | 18,795,000 |
Transfers out | 0 | 0 |
Transfers to securitization trust, net | 0 | 0 |
Transfer to disposal group held for sale | 0 |  |
Funding/Contributions | 0 | 37,678,000 |
Paydowns/Distributions | (42,018,000) | (100,045,000) |
Sales |  | 0 |
Purchases | 0 | 0 |
Balance at the end of period | 87,534,000 | 120,021,000 | 163,593,000
Multi-family loans | VIE, Primary Beneficiary | Consolidated K-Series |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period |  | 0 | 17,816,746,000
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings |  |  | 41,795,000
Transfers in |  |  | 0
Transfers out |  |  | (237,297,000)
Transfers to securitization trust, net |  |  | 0
Funding/Contributions |  |  | 0
Paydowns/Distributions |  |  | (239,796,000)
Recovery of charge-off |  |  | 35,000
Sales |  |  | (17,381,483,000)
Purchases |  |  | 0
Balance at the end of period |  |  | 0
Preferred equity and mezzanine loan investments |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period |  | 163,593,000 | 0
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings |  |  | 20,454,000
Transfers in |  |  | 182,465,000
Transfers out |  |  | (8,719,000)
Transfers to securitization trust, net |  |  | 0
Funding/Contributions |  |  | 14,164,000
Paydowns/Distributions |  |  | (44,771,000)
Recovery of charge-off |  |  | 0
Sales |  |  | 0
Purchases |  |  | 0
Balance at the end of period |  |  | 163,593,000
Equity investments |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 239,631,000 | 259,095,000 | 83,882,000
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 18,884,000 | 36,729,000 | 26,670,000
Transfers in |  |  | 107,477,000
Transfers out | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0
Transfer to disposal group held for sale | (9,936,000) |  |
Funding/Contributions | 28,086,000 | 107,465,000 | 66,336,000
Paydowns/Distributions | (96,919,000) | (163,658,000) | (25,270,000)
Recovery of charge-off |  |  | 0
Sales |  | 0 | 0
Purchases | 0 | 0 | 0
Balance at the end of period | 179,746,000 | 239,631,000 | $ 259,095,000
Equity investments in disposal group held for sale |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 0 |  |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | (926,000) |  |
Transfers out | 0 |  |
Transfers to securitization trust, net | 0 |  |
Transfer to disposal group held for sale | 9,936,000 |  |
Funding/Contributions | 0 |  |
Paydowns/Distributions | 0 |  |
Purchases | 0 |  |
Balance at the end of period | $ 9,010,000 | $ 0 |

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