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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 6 Months Ended |
--- | --- | ---
Jun. 30, 2019 | Jun. 30, 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 gains/(losses) (realized/unrealized) |  |  |
Included in earnings | 623,077 | (239,166) |
Included in other comprehensive income (loss) | (13,665) | 297 |
Transfers in | 0 | 0 |
Transfers out | (182) | 0 |
Contributions | 50,000 | 0 |
Paydowns/Distributions | (168,277) | (78,497) |
Sales | (76,583) | (2,185) |
Purchases | 2,806,553 | 94,075 |
Balance at the end of period | 15,723,987 | 9,609,843 |
Assets of consolidated VIEs | 14,691,481 |  | $ 11,984,374
Consolidated K-Series |  |  |
Total gains/(losses) (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 gains/(losses) (realized/unrealized) |  |  |
Included in earnings | 574,231 | (244,181) |
Included in other comprehensive income (loss) | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | 0 | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | (106,363) | (67,880) |
Sales | 0 | 0 |
Purchases | 2,426,210 | 0 |
Balance at the end of period | 14,573,925 | 9,345,360 |
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 gains/(losses) (realized/unrealized) |  |  |
Included in earnings | 25,359 | (475) |
Included in other comprehensive income (loss) | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | (182) | 0 |
Contributions | 0 | 0 |
Paydowns/Distributions | (61,275) | (9,371) |
Sales | (19,814) | (2,185) |
Purchases | 380,343 | 94,075 |
Balance at the end of period | 1,061,954 | 169,197 |
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 gains/(losses) (realized/unrealized) |  |  |
Included in earnings | 5,753 | 3,575 |
Included in other comprehensive income (loss) | 0 | 0 |
Transfers in | 0 | 0 |
Transfers out | 0 | 0 |
Contributions | 50,000 | 0 |
Paydowns/Distributions | (639) | (1,246) |
Sales | 0 | 0 |
Purchases | 0 | 0 |
Balance at the end of period | 88,108 | 45,152 |
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 gains/(losses) (realized/unrealized) |  |  |
Included in earnings | 17,734 | 1,915 |
Included in other comprehensive income (loss) | (13,665) | 297 |
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 | $ 50,134 |

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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 -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=117815213&loc=d3e19207-110258 + Details
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