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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 3 Months Ended |
--- | --- | ---
Mar. 31, 2019 | Mar. 31, 2018 | Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | $ 12,503,064 | $ 9,835,319 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 291,335 | (182,601) |
Included in other comprehensive income (loss) | (13,665) | (4) |
Transfers in | 0 | 0 |
Transfers out | (182) | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | (62,726) | (38,530) |
Sales | (63,217) | 0 |
Purchases | 2,585,868 | 15,966 |
Balance at the end of period | 15,240,477 | 9,630,150 |
Assets of consolidated VIEs | 14,450,531 |  | $ 11,984,374
Consolidated K-Series |  |  |
Total (losses)/gains (realized/unrealized) |  |  |
Assets of consolidated VIEs | 2,400,000 |  |
Multi-family loans held in securitization trusts |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 11,679,847 | 9,657,421 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 259,764 | (184,678) |
Included in other comprehensive income (loss) | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | 0 | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | (37,485) | (34,434) |
Sales | 0 | 0 |
Purchases | 2,426,210 | 0 |
Balance at the end of period | 14,328,336 | 9,438,309 |
Distressed and other residential mortgage loans |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 737,523 | 87,153 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 9,945 | (181) |
Included in other comprehensive income (loss) | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | (182) | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | (24,930) | (3,458) |
Sales | (6,448) | 0 |
Purchases | 159,658 | 15,966 |
Balance at the end of period | 875,566 | 99,480 |
Investments in unconsolidated entities |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 32,994 | 42,823 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 3,892 | 1,319 |
Included in other comprehensive income (loss) | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | 0 | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | (311) | (638) |
Sales | 0 | 0 |
Purchases | 0 | 0 |
Balance at the end of period | 36,575 | 43,504 |
CMBS held in securitization trusts |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 52,700 | 47,922 |
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 17,734 | 939 |
Included in other comprehensive income (loss) | (13,665) | (4) |
Transfers in | 0 | 0 |
Transfers out | 0 | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | 0 | 0 |
Sales | (56,769) | 0 |
Purchases | 0 | 0 |
Balance at the end of period | $ 0 | $ 48,857 |

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- Definition Amount of gain (loss) recognized in the income statement for financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=99377789&loc=d3e19207-110258 + Details
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