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Secured Borrowings (Details) - USD ($)
$ in Thousands
1 Months Ended 3 Months Ended
Jan. 31, 2021
Mar. 31, 2021
Mar. 31, 2020
Dec. 31, 2020
Aug. 31, 2019
Secured Borrowings          
Carrying Value   $ 10,895,932   $ 10,146,190  
Maximum borrowing capacity $ 375,000 1,000,000      
Payment of debt   2,001,336 $ 1,923,754    
Revolving credit facility          
Secured Borrowings          
Equity interests in certain subsidiaries used to secure facilities   4,200,000      
Maximum borrowing capacity   $ 120,000      
Revolving credit facility | LIBOR          
Secured Borrowings          
Interest rate (as a percent)   3.00%      
Residential Repurchase Facility | One-month LIBOR          
Secured Borrowings          
Floor interest rate (as a percent) 0.25%        
Residential Repurchase Facility | One-month LIBOR | Maximum          
Secured Borrowings          
Pricing margin (as a percent) 2.50%        
Spread (as a percent) 2.50%        
Woodstar I Portfolio          
Secured Borrowings          
Maximum borrowing capacity   $ 82,900      
Maturity period   7 years      
Payment of debt   $ 4,900      
Woodstar I Portfolio | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   4.36%      
Spread (as a percent)   4.36%      
Revolving Credit Agreement          
Secured Borrowings          
Maximum Facility Size   $ 300,000      
Maximum facility size subject to certain conditions   $ 650,000      
Infrastructure Acquisition Facility          
Secured Borrowings          
Pricing margin (as a percent)   2.00%      
Spread (as a percent)   2.00%      
Property Mortgages - Fixed rate          
Secured Borrowings          
Maturity period   6 years 6 months      
Collateralized Loan Obligation          
Secured Borrowings          
Principal Amount         $ 86,600
Principal amount of notes         1,100,000
Liquidation preference         $ 77,000
Term loan facility          
Secured Borrowings          
Maximum borrowing capacity   $ 643,400      
Floor interest rate (as a percent)   0.75%      
Term loan facility | LIBOR + 2.50%          
Secured Borrowings          
Pricing margin (as a percent)   2.50%      
Maximum borrowing capacity   $ 394,000      
Spread (as a percent)   2.50%      
Term loan facility | LIBOR + 3.50%          
Secured Borrowings          
Pricing margin (as a percent)   3.50%      
Maximum borrowing capacity   $ 249,400      
Spread (as a percent)   3.50%      
Commercial Loans          
Secured Borrowings          
Maximum Facility Size   $ 9,200,000      
Carrying Value   $ 1,900,000      
Commercial Loans | LIBOR | Weighted-average          
Secured Borrowings          
Interest rate (as a percent)   2.01%      
CMBS/RMBS          
Secured Borrowings          
Interest rate (as a percent)   3.29%      
Carrying Value   $ 212,000      
Amount outstanding on a repurchase facility not subject to margin calls   212,000      
Amount outstanding on repurchase facility   $ 38,300      
Pro rata share owned by a non-controlling partner in a consolidated joint venture   49.00%      
CMBS/RMBS | LIBOR | Weighted-average          
Secured Borrowings          
Interest rate (as a percent)   1.92%      
CMBS/RMBS | Certain Facilities          
Secured Borrowings          
Carrying Value   $ 280,300      
Rolling maturity period   11 months      
Maturity period   12 months      
Secured Borrowings          
Secured Borrowings          
Pledged Asset Carrying Value   $ 14,068,476      
Maximum Facility Size   18,241,369      
Principal Amount   10,977,193   10,233,589  
Unamortized net discount   (13,149)   (13,569)  
Unamortized deferred financing costs   (68,112)   (73,830)  
Carrying Value   10,895,932   10,146,190  
Secured Borrowings | Residential Repurchase Facility          
Secured Borrowings          
Maturity period 1 year        
Secured Borrowings | Residential Repurchase Facility | One-month LIBOR | Minimum          
Secured Borrowings          
Pricing margin (as a percent) 2.00%        
Spread (as a percent) 2.00%        
Secured Borrowings | Other Secured Financing          
Secured Borrowings          
Pledged Asset Carrying Value   3,995,660      
Maximum Facility Size   5,653,479      
Principal Amount   4,029,705   4,424,782  
Secured Borrowings | Revolving Credit Agreement          
Secured Borrowings          
Pledged Asset Carrying Value   304,076      
Maximum Facility Size   650,000      
Principal Amount   $ 223,302   43,014  
Secured Borrowings | Revolving Credit Agreement | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   2.25%      
Spread (as a percent)   2.25%      
Secured Borrowings | Commercial Financing Facility          
Secured Borrowings          
Pledged Asset Carrying Value   $ 101,559      
Maximum Facility Size   81,847      
Principal Amount   $ 81,847   81,218  
Secured Borrowings | Commercial Financing Facility | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   1.75%      
Spread (as a percent)   1.75%      
Secured Borrowings | Residential Financing Facility          
Secured Borrowings          
Interest rate (as a percent)   3.50%      
Pledged Asset Carrying Value   $ 163,545      
Maximum Facility Size   250,000      
Principal Amount   1,515   215,024  
Secured Borrowings | Infrastructure Acquisition Facility          
Secured Borrowings          
Pledged Asset Carrying Value   525,611      
Maximum Facility Size   517,498      
Principal Amount   414,503   467,450  
Secured Borrowings | Infrastructure Financing Facilities          
Secured Borrowings          
Pledged Asset Carrying Value   699,684      
Maximum Facility Size   1,250,000      
Principal Amount   $ 548,956   538,645  
Secured Borrowings | Infrastructure Financing Facilities | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   2.04%      
Spread (as a percent)   2.04%      
Secured Borrowings | Property Mortgages - Fixed rate          
Secured Borrowings          
Interest rate (as a percent)   4.03%      
Pledged Asset Carrying Value   $ 1,271,385      
Maximum Facility Size   1,155,306      
Principal Amount   1,155,306   1,077,528  
Secured Borrowings | Property Mortgages - Variable rate          
Secured Borrowings          
Pledged Asset Carrying Value   929,800      
Maximum Facility Size   985,453      
Principal Amount   $ 960,901   960,903  
Secured Borrowings | Property Mortgages - Variable rate | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   2.59%      
Spread (as a percent)   2.59%      
Secured Borrowings | Term Loan and Revolver          
Secured Borrowings          
Maximum Facility Size   $ 763,375      
Principal Amount   643,375   645,000  
Secured Borrowings | FHLB          
Secured Borrowings          
Principal Amount       396,000  
Secured Borrowings | First Mortgage And Mezzanine          
Secured Borrowings          
Principal Amount   $ 600,000      
Secured Borrowings | First Mortgage And Mezzanine | LIBOR          
Secured Borrowings          
Interest rate (as a percent)   3.34%      
Secured Borrowings | First Mortgage And Mezzanine | LIBOR | Weighted-average          
Secured Borrowings          
Pricing margin (as a percent)   2.07%      
Spread (as a percent)   2.07%      
Secured Borrowings | Repurchase Agreements          
Secured Borrowings          
Pledged Asset Carrying Value   $ 10,072,816      
Maximum Facility Size   12,587,890      
Principal Amount   6,947,488   5,808,807  
Secured Borrowings | Commercial Loans          
Secured Borrowings          
Pledged Asset Carrying Value   8,088,081      
Maximum Facility Size   9,164,525      
Principal Amount   5,592,652   4,878,939  
Secured Borrowings | Residential Loans          
Secured Borrowings          
Pledged Asset Carrying Value   428,877      
Maximum Facility Size   1,750,000      
Principal Amount   $ 328,620   22,590  
Secured Borrowings | Residential Loans | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   2.09%      
Spread (as a percent)   2.09%      
Secured Borrowings | Infrastructure Loans          
Secured Borrowings          
Pledged Asset Carrying Value   $ 295,516      
Maximum Facility Size   500,000      
Principal Amount   $ 246,136   232,961  
Secured Borrowings | Infrastructure Loans | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   2.00%      
Spread (as a percent)   2.00%      
Secured Borrowings | Conduit Loans          
Secured Borrowings          
Pledged Asset Carrying Value   $ 147,523      
Maximum Facility Size   350,000      
Principal Amount   $ 111,087   53,554  
Secured Borrowings | Conduit Loans | LIBOR          
Secured Borrowings          
Pricing margin (as a percent)   2.15%      
Spread (as a percent)   2.15%      
Secured Borrowings | CMBS/RMBS          
Secured Borrowings          
Pledged Asset Carrying Value   $ 1,112,819      
Maximum Facility Size   823,365      
Principal Amount   $ 668,993   $ 620,763