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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) $ in Thousands | 6 Months Ended
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Jun. 30, 2022 USD ($) securitization | Jun. 30, 2021 USD ($)
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 | (176,272) | 38,670
Transfers out | (1,855) | (2,674)
Transfers to securitization trust | 0 | 0
Funding/Contributions | 19,191 | 320
Paydowns/Distributions | (672,386) | (561,143)
Sales | 0 | (17,944)
Purchases | 1,555,737 | 605,076
Balance at the end of period | 4,659,668 | 3,534,159
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 | (79,292) | (21,788)
Transfers out | 0 | 0
Transfers to securitization trust | 0 | 0
Funding/Contributions | 0 | 0
Paydowns/Distributions | (70,812) | (68,458)
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 920,778 | 1,176,539
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 | (52,976) | 14,494
Transfers out | (875) | (1,259)
Transfers to securitization trust | (676,560) | (160,623)
Funding/Contributions | 0 | 0
Paydowns/Distributions | (293,564) | (306,209)
Sales | 0 | (15,568)
Purchases | 1,514,004 | 605,076
Balance at the end of period | $ 2,193,319 | 1,226,841
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 | (65,935) | 21,105
Transfers out | (980) | (1,415)
Transfers to securitization trust | 676,560 | 160,623
Funding/Contributions | 0 | 0
Paydowns/Distributions | (237,712) | (70,025)
Sales | 0 | (2,376)
Purchases | 41,733 | 0
Balance at the end of period | 1,215,095 | 799,363
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 | 6,298 | 10,853
Transfers out | 0 | 0
Transfers to securitization trust | 0 | 0
Funding/Contributions | 0 | 0
Paydowns/Distributions | (19,494) | (47,727)
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | 106,825 | 126,719
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 |  | 14,006
Funding/Contributions |  | 320
Paydowns/Distributions |  | (68,724)
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 | 15,633 | 14,006
Transfers out | 0 | 0
Transfers to securitization trust | 0 | 0
Funding/Contributions | 19,191 | 320
Paydowns/Distributions | (50,804) | (68,724)
Sales | 0 | 0
Purchases | 0 | 0
Balance at the end of period | $ 223,651 | $ 204,697

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