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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2020	Mar. 31, 2019	Dec. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period		$ 20,659,268	$ 12,503,064
Total (losses)/gains (realized/unrealized)
Included in earnings		(143,164)	291,335
Included in other comprehensive income (loss)			(13,665)
Transfers in		500,549	0
Transfers out		(240,812)	(182)
Contributions		30,546	0
Paydowns/Distributions		(360,913)	(62,726)
Recovery of charge-off		35
Sales		(17,431,443)	(63,217)
Purchases		153,821	2,585,868
Balance at the end of period		3,167,887	15,240,477
Assets of consolidated VIE	[1]	4,718,301		$ 23,483,369
VIE, Primary Beneficiary
Total (losses)/gains (realized/unrealized)
Assets of consolidated VIE		1,283,255		19,270,384
Consolidated SLST | VIE, Primary Beneficiary
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period		1,328,886
Total (losses)/gains (realized/unrealized)
Included in earnings		(89,087)
Transfers out		0
Contributions		0
Paydowns/Distributions		(21,500)
Recovery of charge-off		0
Sales		0
Balance at the end of period		1,218,299
Assets of consolidated VIE		1,222,071		1,334,130
Consolidated K-Series | VIE, Primary Beneficiary
Total (losses)/gains (realized/unrealized)
Assets of consolidated VIE				$ 17,876,163
Residential loans
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period		1,429,754	737,523
Total (losses)/gains (realized/unrealized)
Included in earnings		(94,418)	9,945
Included in other comprehensive income (loss)			0
Transfers in		164,035	0
Transfers out		(3,166)	(182)
Contributions		0	0
Paydowns/Distributions		(84,719)	(24,930)
Recovery of charge-off		0
Sales		(49,960)	(6,448)
Purchases		153,821	159,658
Balance at the end of period		1,515,347	875,566
Residential loans held in securitization trusts
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		(1,739)
Transfers in		46,572
Transfers out		(349)
Paydowns/Distributions		(1,500)
Recovery of charge-off		0
Sales		0
Purchases		0
Balance at the end of period		42,984
Investment in unconsolidated entities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period		83,882	32,994
Total (losses)/gains (realized/unrealized)
Included in earnings		494	3,892
Included in other comprehensive income (loss)			0
Transfers in		107,477	0
Transfers out		0	0
Contributions		22,106	0
Paydowns/Distributions		(1,994)	(311)
Recovery of charge-off		0
Sales			0
Purchases		0	0
Balance at the end of period		211,965	36,575
Preferred equity and mezzanine loan investments
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		(209)
Transfers in		182,465
Transfers out		0
Contributions		8,440
Paydowns/Distributions		(11,404)
Recovery of charge-off		0
Sales		0
Purchases		0
Balance at the end of period		179,292
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		17,816,746	11,679,847
Total (losses)/gains (realized/unrealized)
Included in earnings		41,795	259,764
Included in other comprehensive income (loss)			0
Transfers in		0	0
Transfers out		(237,297)	0
Contributions		0	0
Paydowns/Distributions		(239,796)	(37,485)
Recovery of charge-off		35
Sales		(17,381,483)	0
Purchases		0	2,426,210
Balance at the end of period		$ 0	14,328,336
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
Total (losses)/gains (realized/unrealized)
Included in earnings			17,734
Included in other comprehensive income (loss)			(13,665)
Transfers in			0
Transfers out			0
Contributions			0
Paydowns/Distributions			0
Sales			(56,769)
Purchases			0
Balance at the end of period			0
CMBS held in securitization trusts | Consolidated K-Series | VIE, Primary Beneficiary
Total (losses)/gains (realized/unrealized)
Assets of consolidated VIE			$ 2,400,000
[1] Our condensed consolidated balance sheets include assets and liabilities of consolidated variable interest entities ("VIEs") as the Company is the primary beneficiary of these VIEs. As of March 31, 2020 and December 31, 2019, assets of consolidated VIEs totaled $1,283,255 and $19,270,384, respectively, and the liabilities of consolidated VIEs totaled $1,076,678 and $17,878,314, respectively. See Note 9 for further discussion.

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