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Fair Value - Financial Assets and Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Assets and liabilities measured at fair value    
Permitted reinvestment under static investment in VIEs $ 0  
Marketable securities 849,572 $ 906,468
Domestic servicing rights 18,874 20,557
Derivative assets 53,676 52,691
VIE Assets 57,667,606 53,446,364
Derivative liabilities 8,891 15,415
VIE Liabilities 56,446,619 52,195,042
Fair value measurements on recurring basis    
Assets and liabilities measured at fair value    
Derivative assets 53,676 52,691
Total Assets 59,369,963 54,453,213
Derivative liabilities 8,891 15,415
Total Liabilities 56,455,510 52,210,457
Fair value measurements on recurring basis | Loans held-for-sale    
Assets and liabilities measured at fair value    
Loans held-for-sale, fair value option 1,372,398 671,282
Fair value measurements on recurring basis | RMBS    
Assets and liabilities measured at fair value    
Available-for-sale securities 200,874 209,079
Fair value measurements on recurring basis | CMBS    
Assets and liabilities measured at fair value    
Available-for-sale securities 44,702 41,347
Fair value measurements on recurring basis | Equity security    
Assets and liabilities measured at fair value    
Marketable securities 11,833 11,893
Fair value measurements on recurring basis | Domestic Servicing Rights    
Assets and liabilities measured at fair value    
Domestic servicing rights 18,874 20,557
Fair value measurements on recurring basis | VIE Assets    
Assets and liabilities measured at fair value    
VIE Assets 57,667,606 53,446,364
Fair value measurements on recurring basis | VIE liabilities    
Assets and liabilities measured at fair value    
VIE Liabilities 56,446,619 52,195,042
Fair value measurements on recurring basis | Level I    
Assets and liabilities measured at fair value    
Total Assets 11,833 11,893
Fair value measurements on recurring basis | Level I | Equity security    
Assets and liabilities measured at fair value    
Marketable securities 11,833 11,893
Fair value measurements on recurring basis | Level II    
Assets and liabilities measured at fair value    
Derivative assets 53,676 52,691
Total Assets 64,095 68,810
Derivative liabilities 8,891 15,415
Total Liabilities 54,081,508 50,769,011
Fair value measurements on recurring basis | Level II | CMBS    
Assets and liabilities measured at fair value    
Available-for-sale securities 10,419 16,119
Fair value measurements on recurring basis | Level II | VIE liabilities    
Assets and liabilities measured at fair value    
VIE Liabilities 54,072,617 50,753,596
Fair value measurements on recurring basis | Level III    
Assets and liabilities measured at fair value    
Total Assets 59,294,035 54,372,510
Total Liabilities 2,374,002 1,441,446
Fair value measurements on recurring basis | Level III | Loans held-for-sale    
Assets and liabilities measured at fair value    
Loans held-for-sale, fair value option 1,372,398 671,282
Fair value measurements on recurring basis | Level III | RMBS    
Assets and liabilities measured at fair value    
Available-for-sale securities 200,874 209,079
Fair value measurements on recurring basis | Level III | CMBS    
Assets and liabilities measured at fair value    
Available-for-sale securities 34,283 25,228
Fair value measurements on recurring basis | Level III | Domestic Servicing Rights    
Assets and liabilities measured at fair value    
Domestic servicing rights 18,874 20,557
Fair value measurements on recurring basis | Level III | VIE Assets    
Assets and liabilities measured at fair value    
VIE Assets 57,667,606 53,446,364
Fair value measurements on recurring basis | Level III | VIE liabilities    
Assets and liabilities measured at fair value    
VIE Liabilities $ 2,374,002 $ 1,441,446