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Loans - Held for Investment (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Dec. 31, 2019
Dec. 31, 2018
Investments in loans        
Total gross loans $ 11,761,182   $ 11,503,835  
Total allowance (97,312)   (33,611)  
Carrying Value 11,663,870 $ 10,109,215 11,470,224 $ 9,794,254
Proceeds from borrowings 2,756,915 2,310,902    
Payment of debt 1,923,754 1,778,819    
Face Amount 11,820,754   11,530,915  
Loans with variable rates of interest $ 9,757,786      
Weighted average spread of loans (as a percent) 4.10%      
Period covered in data base 20 years      
Total loans held-for-investment        
Investments in loans        
Total gross loans $ 10,586,123   10,619,489  
Total allowance (97,187)   (33,415)  
Face Amount 10,639,397   10,661,865  
Loans held-for-sale        
Investments in loans        
Total gross loans 1,175,059   884,346  
Carrying Value 1,174,934 1,144,490 884,150 1,187,552
Face Amount 1,181,357   869,050  
Loans held-for-sale, residential        
Investments in loans        
Total gross loans 7,800      
Commercial Portfolio Segment        
Investments in loans        
Total gross loans 8,913,961      
Commercial Portfolio Segment | Total loans held-for-investment        
Investments in loans        
Total gross loans 8,913,961   8,550,469  
Total allowance (81,054)   (33,415)  
Carrying Value 8,832,907 7,514,628 8,517,054 7,075,577
Face Amount 8,946,589   8,590,776  
Infrastructure Portfolio Segment        
Investments in loans        
Total gross loans 1,397,404      
Infrastructure Portfolio Segment | Total loans held-for-investment        
Investments in loans        
Total gross loans 1,397,404   1,397,448  
Total allowance (16,133)      
Carrying Value 1,381,271 $ 1,450,097 1,397,448 1,456,779
Face Amount $ 1,416,147   $ 1,416,164  
Weighted Average Life 4 years 8 months 12 days   4 years 10 months 24 days  
Infrastructure Portfolio Segment | Total loans held-for-investment | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 5.00%   5.60%  
Infrastructure Portfolio Segment | Loans held-for-sale        
Investments in loans        
Total gross loans $ 102,020   $ 119,724  
Total allowance (125)   (196)  
Face Amount $ 103,007   $ 121,271  
Weighted Average Life 2 years 2 months 12 days   2 years 1 month 6 days  
Infrastructure Portfolio Segment | Loans held-for-sale | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 2.90%   3.30%  
Residential Portfolio Segment        
Investments in loans        
Total gross loans $ 274,758      
Residential Portfolio Segment | Total loans held-for-investment        
Investments in loans        
Carrying Value 274,758   $ 671,572 $ 74,346
Residential Portfolio Segment | Loans held-for-sale        
Investments in loans        
Reclassification to held-for-sale 422,700      
RMBS, fair value option | Loans held-for-sale        
Investments in loans        
Total gross loans     605,384  
Face Amount     $ 587,144  
Weighted Average Life     3 years 10 months 24 days  
RMBS, fair value option | Loans held-for-sale | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent)     6.20%  
RMBS, fair value option | Residential Portfolio Segment | Loans held-for-sale        
Investments in loans        
Total gross loans 886,076      
Face Amount $ 892,815      
Weighted Average Life 4 years 1 month 6 days      
RMBS, fair value option | Residential Portfolio Segment | Loans held-for-sale | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 6.10%      
CMBS, fair value option | Loans held-for-sale        
Investments in loans        
Total gross loans     $ 159,238  
Face Amount     $ 160,635  
Weighted Average Life     10 years  
CMBS, fair value option | Loans held-for-sale | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent)     3.90%  
CMBS, fair value option | Commercial Portfolio Segment | Loans held-for-sale        
Investments in loans        
Total gross loans $ 186,963      
Face Amount $ 185,535      
Weighted Average Life 10 years      
CMBS, fair value option | Commercial Portfolio Segment | Loans held-for-sale | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 3.90%      
First mortgage loan participation | Total loans held-for-investment        
Investments in loans        
Total gross loans $ 8,290,772      
Face Amount $ 8,318,289      
Weighted Average Life 1 year 10 months 24 days      
First mortgage loan participation | Total loans held-for-investment | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 5.30%      
First mortgage loan participation | Loans held-for-sale        
Investments in loans        
Total gross loans     $ 7,928,026  
Face Amount     $ 7,962,788  
Weighted Average Life     2 years  
First mortgage loan participation | Loans held-for-sale | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent)     5.80%  
Infrastructure loans        
Investments in loans        
Loans with variable rates of interest $ 1,397,404      
Weighted average spread of loans (as a percent) 3.80%      
Subordinated mortgages | Total loans held-for-investment        
Investments in loans        
Total gross loans $ 68,230   $ 75,724  
Face Amount $ 69,485   $ 77,055  
Weighted Average Life 3 years 6 months   3 years 4 months 24 days  
Subordinated mortgages | Total loans held-for-investment | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 8.80%   8.80%  
Mezzanine Loans        
Investments in loans        
Carrying Value $ 968,200   $ 967,000,000  
Mezzanine Loans | Total loans held-for-investment        
Investments in loans        
Total gross loans 523,901   484,164  
Face Amount $ 523,963   $ 484,408  
Weighted Average Life 2 years   1 year 10 months 24 days  
Mezzanine Loans | Total loans held-for-investment | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 10.40%   11.00%  
Residential loans, fair value option | Total loans held-for-investment        
Investments in loans        
Total gross loans $ 274,758   $ 671,572  
Face Amount $ 276,661   $ 654,925  
Weighted Average Life 4 years 1 month 6 days   3 years 9 months 18 days  
Residential loans, fair value option | Total loans held-for-investment | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 6.20%   6.10%  
Other | Total loans held-for-investment        
Investments in loans        
Total gross loans $ 31,058   $ 62,555  
Face Amount $ 34,852   $ 66,525  
Weighted Average Life 2 years 2 months 12 days   1 year 7 months 6 days  
Other | Total loans held-for-investment | Weighted-average        
Investments in loans        
Weighted Average Coupon (as a percent) 8.90%   8.20%