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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) $ in Thousands | 3 Months Ended
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Mar. 31, 2022 USD ($) securitization | Mar. 31, 2021 USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | $ 3,935,253 | $ 3,471,854
Total (losses)/gains (realized/unrealized) |  |
Included in earnings | (115,934) | 4,929
Transfers out | (879) | (1,684)
Transfers to securitization trust | 0 |
Funding/Contributions | 19,191 | 161
Paydowns/Distributions | (330,853) | (197,727)
Sales | (320) | (6,633)
Purchases | 782,477 | 347,283
Balance at the end of period | 4,288,935 | 3,618,183
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 | 1,070,882 | 1,266,785
Total (losses)/gains (realized/unrealized) |  |
Included in earnings | (67,685) | (27,057)
Transfers out | 0 | 0
Transfers to securitization trust | 0 |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (33,344) | (28,220)
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 969,853 | 1,211,508
Residential loans | Residential loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 1,703,290 | 1,090,930
Total (losses)/gains (realized/unrealized) |  |
Included in earnings | (24,571) | 9,386
Transfers out | (90) | (989)
Transfers to securitization trust | (598,430) |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (126,575) | (125,646)
Sales | (320) | (4,257)
Purchases | 767,914 | 347,283
Balance at the end of period | $ 1,721,218 | 1,316,707
Number of securitizations completed | securitization | 2 |
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 | $ 801,429 | 691,451
Total (losses)/gains (realized/unrealized) |  |
Included in earnings | (33,729) | 14,123
Transfers out | (789) | (695)
Transfers to securitization trust | 598,430 |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (117,548) | (24,436)
Sales | 0 | (2,376)
Purchases | 14,563 | 0
Balance at the end of period | 1,262,356 | 678,067
Multi-family loans | Multi-family loans |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 120,021 | 163,593
Total (losses)/gains (realized/unrealized) |  |
Included in earnings | 3,258 | 5,077
Transfers out | 0 | 0
Transfers to securitization trust | 0 |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (13,071) | (16,834)
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 110,208 | 151,836
Equity investments |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period |  | 259,095
Total (losses)/gains (realized/unrealized) |  |
Included in earnings |  | 3,400
Funding/Contributions |  | 161
Paydowns/Distributions |  | (2,591)
Equity investments | Equity investments |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |
Balance at beginning of period | 239,631 | 259,095
Total (losses)/gains (realized/unrealized) |  |
Included in earnings | 6,793 | 3,400
Transfers out | 0 | 0
Transfers to securitization trust | 0 |
Funding/Contributions | 19,191 | 161
Paydowns/Distributions | (40,315) | (2,591)
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | $ 225,300 | $ 260,065

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