Variable Interest Entities - Assets and Liabilities of Consolidated CLO (Details) - USD ($) $ in Thousands	Mar. 31, 2020	Dec. 31, 2019
Assets:
Total Assets	$ 77,577,189	$ 78,042,336
Liabilities
Liabilities	72,759,838	72,905,322
Primary beneficiary
Assets:
Total Assets	61,157,805	62,187,175
Liabilities
Liabilities	59,807,306	60,743,494
Collateralized Loan Obligation
Assets:
Loans held-for-investment, net	1,098,839	1,073,504
Accrued interest receivable	1,748	3,129
Other assets	1,109	26,496
Liabilities
Accounts payable, accrued expenses and other liabilities	905	1,362
Collateralized loan obligations, net	928,683	928,060
Collateralized Loan Obligation | Primary beneficiary
Assets:
Total Assets	1,101,696	1,103,129
Liabilities
Liabilities	$ 929,588	$ 929,422