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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