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Fair Value of Financial Instruments - Valuation for Level 3 Liabilities (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   $ 17,777,280 $ 11,022,248
Total losses (realized/unrealized)      
Included in earnings     443,823
Purchases     7,309,459
Paydowns     994,993
Charge-off $ (3,257)    
Balance at the end of period     17,777,280
Multi-Family CDOs      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance at beginning of period 11,022,248 9,189,459 6,624,896
Total losses (realized/unrealized)      
Included in earnings 443,796 (211,738) (82,650)
Purchases 6,253,739 2,182,330 2,784,377
Paydowns (992,075) (137,803) (137,164)
Charge-off (3,257)    
Balance at the end of period 16,724,451 11,022,248 $ 9,189,459
SLST CDOs      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Balance at beginning of period 0    
Total losses (realized/unrealized)      
Included in earnings 27    
Purchases 1,055,720    
Paydowns (2,918)    
Charge-off 0    
Balance at the end of period $ 1,052,829 $ 0