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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2019 | Dec. 31, 2018 | Dec. 31, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | $ 12,503,064 | $ 9,835,319 | $ 7,061,842
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 620,942 | (117,330) | (17,841)
Included in other comprehensive income (loss) | (13,665) | 798 | 602
Transfers out | (913) | (56) |
Contributions | 50,000 |  | 2,500
Paydowns/Distributions | (1,182,762) | (180,788) | (176,037)
Charge-off | (3,257) |  |
Sales | (76,583) | (18,173) | (7,224)
Purchases | 8,762,442 | 2,983,294 | 2,971,477
Balance at the end of period | 20,659,268 | 12,503,064 | 9,835,319
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 | 6,939,844
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 533,094 | (134,298) | (31,784)
Included in other comprehensive income (loss) | 0 | 0 | 0
Transfers out | 0 | 0 |
Contributions | 0 |  | 0
Paydowns/Distributions | (992,912) | (137,820) | (137,164)
Charge-off | (3,257) |  |
Sales | 0 | 0 | 0
Purchases | 6,599,974 | 2,294,544 | 2,886,525
Balance at the end of period | 17,816,746 | 11,679,847 | 9,657,421
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 | 17,769
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 55,459 | 3,913 | 135
Included in other comprehensive income (loss) | 0 | 0 | 0
Transfers out | (913) | (56) |
Contributions | 0 |  | 0
Paydowns/Distributions | (171,909) | (24,064) | (8,479)
Sales | (19,814) | (18,173) | (7,224)
Purchases | 829,408 | 688,750 | 84,952
Balance at the end of period | 1,429,754 | 737,523 | 87,153
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 | 60,332
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 15,100 | 9,075 | 10,385
Included in other comprehensive income (loss) | 0 | 0 | 0
Transfers out | 0 | 0 |
Contributions | 50,000 |  | 2,500
Paydowns/Distributions | (14,212) | (18,904) | (30,394)
Sales | 0 | 0 | 0
Purchases | 0 | 0 | 0
Balance at the end of period | 83,882 | 32,994 | 42,823
CMBS held in re-securitization trusts |  |  |
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward] |  |  |
Balance at beginning of period | 52,700 | 47,922 | 43,897
Total (losses)/gains (realized/unrealized) |  |  |
Included in earnings | 17,734 | 3,980 | 3,423
Included in other comprehensive income (loss) | (13,665) | 798 | 602
Transfers out | 0 | 0 |
Contributions | 0 |  | 0
Paydowns/Distributions | 0 | 0 | 0
Sales | (56,769) | 0 | 0
Purchases | 0 | 0 | 0
Balance at the end of period | 0 | 52,700 | $ 47,922
Residential mortgage loans held in securitization trust |  |  |
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 | (445) |  |
Included in other comprehensive income (loss) | 0 |  |
Transfers out | 0 |  |
Contributions | 0 |  |
Paydowns/Distributions | (3,729) |  |
Sales | 0 |  |
Purchases | 1,333,060 |  |
Balance at the end of period | $ 1,328,886 | $ 0 |

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