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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) $ in Thousands | 9 Months Ended
--- | ---
Sep. 30, 2022 USD ($) securitization | Sep. 30, 2021 USD ($)
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 | (332,778) | 83,305
Transfers out | (2,741) | (3,787)
Transfers to securitization trust, net | 0 | 0
Transfer to disposal group held for sale | 0 |
Funding/Contributions | 28,086 | 53,200
Paydowns/Distributions | (1,039,373) | (864,268)
Sales |  | (67,452)
Purchases | 1,656,308 | 975,781
Balance at the end of period | 4,244,755 | 3,648,633
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 | (113,257) | (16,522)
Transfers out | 0 | 0
Transfers to securitization trust, net | 0 | 0
Transfer to disposal group held for sale | 0 |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (96,840) | (113,258)
Sales |  | 0
Purchases | 0 | 0
Balance at the end of period | 860,785 | 1,137,005
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 | (109,846) | 28,094
Transfers out | (1,511) | (2,080)
Transfers to securitization trust, net | (1,049,673) | (236,751)
Transfer to disposal group held for sale | 0 |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (468,669) | (464,097)
Sales |  | (65,076)
Purchases | 1,587,727 | 974,199
Balance at the end of period | $ 1,661,318 | 1,325,219
Number of securitizations completed | securitization | 3 |
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 | (130,217) | 34,901
Transfers out | (1,230) | (1,707)
Transfers to securitization trust, net | 1,049,673 | 236,751
Transfer to disposal group held for sale | 0 |
Funding/Contributions | 0 | 0
Paydowns/Distributions | (377,163) | (149,019)
Sales |  | (2,376)
Purchases | 68,581 | 1,582
Balance at the end of period | 1,411,073 | 811,583
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 | 6,658 | 14,811
Transfers out | 0 | 0
Transfers to securitization trust, net | 0 | 0
Transfer to disposal group held for sale | 0 |
Funding/Contributions | 0 | 7,970
Paydowns/Distributions | (30,850) | (66,562)
Sales |  | 0
Purchases | 0 | 0
Balance at the end of period | 95,829 | 119,812
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 |  | 22,021
Funding/Contributions |  | 45,230
Paydowns/Distributions |  | (71,332)
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 | 13,884 | 22,021
Transfers out | 0 | 0
Transfers to securitization trust, net | 0 | 0
Transfer to disposal group held for sale | (9,936) |
Funding/Contributions | 28,086 | 45,230
Paydowns/Distributions | (65,851) | (71,332)
Sales |  | 0
Purchases | 0 | 0
Balance at the end of period | 205,814 | $ 255,014
Equity investments in disposal group held for sale | 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 | 0 |
Transfers out | 0 |
Transfers to securitization trust, net | 0 |
Transfer to disposal group held for sale | 9,936 |
Funding/Contributions | 0 |
Paydowns/Distributions | 0 |
Purchases | 0 |
Balance at the end of period | $ 9,936 |

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