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Fair Value of Financial Instruments - Valuation for Level 3 Assets (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period	$ 20,659,268	$ 12,503,064	$ 9,835,319
Total (losses)/gains (realized/unrealized)
Included in earnings	138,979	620,942	(117,330)
Included in other comprehensive income (loss)		(13,665)	798
Transfers in	500,793
Transfers out	(254,525)	(913)	(56)
Transfers to securitization trust	0
Contributions	80,500	50,000
Paydowns/Distributions	(744,378)	(1,182,762)	(180,788)
Recovery of charge-off	35	(3,257)
Sales	(17,478,375)	(76,583)	(18,173)
Purchases	569,557	8,762,442	2,983,294
Balance at the end of period	3,471,854	20,659,268	12,503,064
VIE, Primary Beneficiary | Consolidated SLST
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period	1,328,886	0
Total (losses)/gains (realized/unrealized)
Included in earnings	27,898	(445)
Included in other comprehensive income (loss)		0
Transfers in	0
Transfers out	0	0
Transfers to securitization trust	0
Contributions	0	0
Paydowns/Distributions	(89,999)	(3,729)
Recovery of charge-off	0	0
Sales	0	0
Purchases	0	1,333,060
Balance at the end of period	1,266,785	1,328,886	0
VIE, Primary Beneficiary | Consolidated K-Series
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	533,094
Included in other comprehensive income (loss)		0
Transfers in	0
Transfers out	(237,297)	0
Transfers to securitization trust	0
Contributions	0	0
Paydowns/Distributions	(239,796)	(992,912)
Recovery of charge-off	35	(3,257)
Sales	(17,381,483)	0
Purchases	0	6,599,974
Balance at the end of period	0	17,816,746	11,679,847
Multi-Family Loans Held in Securitization Trust | Consolidated K-Series
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 (losses)/gains (realized/unrealized)
Included in earnings			(134,298)
Included in other comprehensive income (loss)			0
Transfers out			0
Paydowns/Distributions			(137,820)
Sales			0
Purchases			2,294,544
Balance at the end of period			11,679,847
CMBS held in re-securitization trusts
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period	0	52,700	47,922
Total (losses)/gains (realized/unrealized)
Included in earnings		17,734	3,980
Included in other comprehensive income (loss)		(13,665)	798
Transfers out		0	0
Contributions		0
Paydowns/Distributions		0	0
Recovery of charge-off		0
Sales		(56,769)	0
Purchases		0	0
Balance at the end of period		0	52,700
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	31,402
Transfers in	46,572
Transfers out	(2,492)
Transfers to securitization trust	651,911
Contributions	0
Paydowns/Distributions	(35,942)
Recovery of charge-off	0
Sales	0
Purchases	0
Balance at the end of period	691,451	0
Residential Mortgage Loans
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period	1,429,754	737,523	87,153
Total (losses)/gains (realized/unrealized)
Included in earnings	(9,240)	55,459	3,913
Included in other comprehensive income (loss)		0	0
Transfers in	164,279
Transfers out	(6,017)	(913)	(56)
Transfers to securitization trust	(651,911)
Contributions	0	0
Paydowns/Distributions	(308,600)	(171,909)	(24,064)
Recovery of charge-off	0	0
Sales	(96,892)	(19,814)	(18,173)
Purchases	569,557	829,408	688,750
Balance at the end of period	1,090,930	1,429,754	737,523
Multi-family loans
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	20,454
Transfers in	182,465
Transfers out	(8,719)
Transfers to securitization trust	0
Contributions	14,164
Paydowns/Distributions	(44,771)
Recovery of charge-off	0
Sales	0
Purchases	0
Balance at the end of period	163,593	0
Equity Method Investments
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period	83,882	32,994	42,823
Total (losses)/gains (realized/unrealized)
Included in earnings	26,670	15,100	9,075
Included in other comprehensive income (loss)		0	0
Transfers in	107,477
Transfers out	0	0	0
Transfers to securitization trust	0
Contributions	66,336	50,000
Paydowns/Distributions	(25,270)	(14,212)	(18,904)
Recovery of charge-off	0	0
Sales	0	0	0
Purchases	0	0	0
Balance at the end of period	$ 259,095	$ 83,882	$ 32,994

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Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (level 3).

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Amount of gain (loss) recognized in other comprehensive income (OCI) from asset measured at fair value on recurring basis using unobservable input (level 3).

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Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

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Amount of transfer of financial instrument classified as an asset into level 3 of the fair value hierarchy.

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