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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance at beginning of period $ 9,835,319 $ 7,061,842 $ 7,214,587
Total (losses)/gains (realized/unrealized)      
Included in earnings (117,330) (17,841) (19,495)
Included in other comprehensive income 798 602 224
Transfers in 0 0 52,176
Transfers out (56) 0 (56,756)
Contributions 0 2,500 3,200
Paydowns/Distributions (180,788) (176,037) (150,824)
Sales (18,173) (7,224) 0
Purchases 2,983,294 2,971,477 18,730
Balance at the end of period 12,503,064 9,835,319 $ 7,061,842
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Assets of consolidated VIEs 11,984,374 10,041,468  
Consolidated K-Series      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Assets of consolidated VIEs $ 2,300,000 $ 2,900,000