Variable Interest Entities ("VIEs") (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Variable Interest Entity
Carrying Amount	$ 21,771,786	$ 17,396,642
Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity
Carrying Amount	4,801,143
Company's Maximum Risk of Loss	4,801,143
Variable Interest Entity, Not Primary Beneficiary | Non-Agency CMBS
Variable Interest Entity
Carrying Amount	3,823,474
Company's Maximum Risk of Loss	3,823,474
Variable Interest Entity, Not Primary Beneficiary | Non-Agency RMBS
Variable Interest Entity
Carrying Amount	955,671
Company's Maximum Risk of Loss	955,671
Variable Interest Entity, Not Primary Beneficiary | Investments in unconsolidated ventures
Variable Interest Entity
Carrying Amount	21,998
Company's Maximum Risk of Loss	$ 21,998