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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended
--- | --- | ---
Jun. 30, 2023 | Jun. 30, 2022 | Jun. 30, 2023 | Jun. 30, 2022
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | $ 3,671,383 | $ 4,288,935 | $ 3,801,370 | $ 3,935,253
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (22,424) | (60,338) | 32,539 | (176,272)
Transfers out | (4,168) | (976) | (4,494) | (1,855)
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Funding/Contributions | 8,985 |  | 30,933 | 19,191
Paydowns/Distributions | (348,917) | (341,533) | (643,844) | (672,386)
Sales | (441) | 320 | (607) |
Purchases | 106,266 | 773,260 | 194,787 | 1,555,737
Balance at the end of period | $ 3,410,684 | $ 4,659,668 | $ 3,410,684 | $ 4,659,668
Fair Value, Asset, Recurring Basis, Unobservable Input Reconciliation, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] | Other Operating Income (Expense), Net | Other Operating Income (Expense), Net | Other Operating Income (Expense), Net | Other Operating Income (Expense), Net
Consolidated SLST | VIE, Primary Beneficiary | Residential loans |  |  |  |
Total (losses)/gains (realized/unrealized) |  |  |  |
Sales | $ 0 |  | $ 0 |
Residential loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 921,000 | $ 1,721,218 | 1,081,384 | $ 1,703,290
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | 772 | (28,405) | 173 | (52,976)
Transfers out | (2,664) | (785) | (2,757) | (875)
Transfers to securitization trust, net | (103,972) | (78,130) | (190,082) | (676,560)
Funding/Contributions | 0 |  | 0 | 0
Paydowns/Distributions | (144,017) | (166,989) | (285,372) | (293,564)
Sales |  | 320 |  |
Purchases | 86,145 | 746,090 | 154,084 | 1,514,004
Balance at the end of period | 757,264 | 2,193,319 | 757,264 | 2,193,319
Residential loans | Residential loans |  |  |  |
Total (losses)/gains (realized/unrealized) |  |  |  |
Sales | 0 |  | (166) |
Residential loans | Consolidated SLST | VIE, Primary Beneficiary |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 829,153 | 969,853 | 827,582 | 1,070,882
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (24,154) | (11,607) | (9,033) | (79,292)
Transfers out | 0 | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Funding/Contributions | 0 |  | 0 | 0
Paydowns/Distributions | (15,030) | (37,468) | (28,580) | (70,812)
Sales |  | 0 |  |
Purchases | 0 | 0 | 0 | 0
Balance at the end of period | 789,969 | 920,778 | 789,969 | 920,778
Residential loans held in securitization trusts |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 1,624,703 | 1,262,356 | 1,616,114 | 801,429
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (5,139) | (32,206) | 27,902 | (65,935)
Transfers out | (1,504) | (191) | (1,737) | (980)
Transfers to securitization trust, net | 103,972 | 78,130 | 190,082 | 676,560
Funding/Contributions | 0 |  | 0 | 0
Paydowns/Distributions | (152,133) | (120,164) | (283,044) | (237,712)
Sales |  | 0 |  |
Purchases | 20,121 | 27,170 | 40,703 | 41,733
Balance at the end of period | 1,589,579 | 1,215,095 | 1,589,579 | 1,215,095
Residential loans held in securitization trusts | Residential loans |  |  |  |
Total (losses)/gains (realized/unrealized) |  |  |  |
Sales | (441) |  | (441) |
Multi-family loans |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 95,309 | 110,208 | 87,534 | 120,021
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | 3,440 | 3,040 | 6,329 | 6,298
Transfers out | 0 | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Funding/Contributions | 8,985 |  | 15,405 | 0
Paydowns/Distributions | (10,312) | (6,423) | (11,846) | (19,494)
Sales |  | 0 |  |
Purchases | 0 | 0 | 0 | 0
Balance at the end of period | 97,422 | 106,825 | 97,422 | 106,825
Multi-family loans | Multi-family loans |  |  |  |
Total (losses)/gains (realized/unrealized) |  |  |  |
Sales | 0 |  | 0 |
Equity investments |  |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |  |
Balance at beginning of period | 191,148 | 225,300 | 179,746 | 239,631
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | 5,032 | 8,840 | 8,483 | 15,633
Transfers out | 0 | 0 | 0 | 0
Transfers to securitization trust, net | 0 | 0 | 0 | 0
Funding/Contributions | 0 |  | 15,528 | 19,191
Paydowns/Distributions | (27,425) | (10,489) | (35,002) | (50,804)
Sales |  | 0 |  |
Purchases | 0 | 0 | 0 | 0
Balance at the end of period | 168,755 | $ 223,651 | 168,755 | $ 223,651
Equity investments | Equity investments |  |  |  |
Total (losses)/gains (realized/unrealized) |  |  |  |
Sales | 0 |  | 0 |
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 | 10,070 |  | 9,010 |
Total (losses)/gains (realized/unrealized) |  |  |  |
Included in earnings | (2,375) |  | (1,315) |
Transfers out | 0 |  | 0 |
Transfers to securitization trust, net | 0 |  | 0 |
Funding/Contributions | 0 |  | 0 |
Paydowns/Distributions | 0 |  | 0 |
Purchases | 0 |  | 0 |
Balance at the end of period | $ 7,695 |  | $ 7,695 |

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- Definition Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (level 3). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 820 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (c)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
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