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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2020
Mar. 31, 2021
Repurchase Agreements:    
Netted amounts $ 64,825,239 [1] $ 61,202,477
Weighted Average Rate   0.32% 0.20%
Repurchase agreements, remaining maturities, percentage 0.00%  
Percent Of Total Repurchase Agreements With Remaining Maturity Over 1 Year 1.00%  
CRTs    
Repurchase Agreements:    
Netted amounts $ 245,686 $ 340,102
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 1,050,439 893,483
Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 184,723 239,985
Commercial Loans    
Repurchase Agreements:    
Netted amounts 271,801  
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 62,744,910 59,401,472
Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 327,680 327,435
1 day    
Repurchase Agreements:    
Netted amounts $ 0 $ 7,222,420
Weighted Average Rate   0.00% 0.06%
1 day | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
1 day | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
1 day | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 0
1 day | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0  
1 day | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 7,222,420
1 day | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
2 to 29 days    
Repurchase Agreements:    
Netted amounts $ 30,841,838 $ 16,992,304
Weighted Average Rate   0.29% 0.19%
2 to 29 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 129,993 $ 280,544
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 354,904 421,388
2 to 29 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 76,799 0
2 to 29 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0  
2 to 29 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 30,151,875 15,992,325
2 to 29 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 128,267 298,047
30 to 59 days    
Repurchase Agreements:    
Netted amounts $ 10,567,655 $ 7,360,535
Weighted Average Rate   0.42% 0.20%
30 to 59 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 16,073 $ 59,558
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 161,274 158,556
30 to 59 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 0
30 to 59 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0  
30 to 59 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 10,247,972 7,127,492
30 to 59 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 142,336 14,929
60 to 89 days    
Repurchase Agreements:    
Netted amounts $ 8,568,837 $ 9,486,905
Weighted Average Rate   0.30% 0.31%
60 to 89 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 99,620 $ 0
60 to 89 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 259,401 179,935
60 to 89 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 239,985
60 to 89 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0  
60 to 89 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 8,181,410 9,066,985
60 to 89 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 28,406 0
90 to 119 days    
Repurchase Agreements:    
Netted amounts $ 2,154,733 $ 3,781,467
Weighted Average Rate   0.23% 0.24%
90 to 119 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
90 to 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 0
90 to 119 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0  
90 to 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 2,154,733 3,781,467
90 to 119 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
Over 119 days    
Repurchase Agreements:    
Netted amounts $ 12,692,176 $ 16,358,846
Weighted Average Rate   0.36% 0.21%
Over 119 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
Over 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 274,860 133,604
Over 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 107,924 0
Over 119 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 271,801  
Over 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 12,008,920 16,210,783
Over 119 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts $ 28,671 $ 14,459
[1] Derived from the audited consolidated financial statements at December 31, 2020.