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VARIABLE INTEREST ENTITIES - Additional Information (Details) - USD ($) | 1 Months Ended | 12 Months Ended |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
--- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | ---
Aug. 31, 2017 | Dec. 31, 2020 | Dec. 31, 2019 | Dec. 31, 2018 | Sep. 30, 2020 | Jul. 31, 2020 | Mar. 31, 2020 | Feb. 29, 2020 | Jan. 31, 2020 | Nov. 30, 2019 | Oct. 31, 2019 | Jul. 31, 2019 | Jun. 30, 2019 | Apr. 30, 2019 | Feb. 28, 2019 | Jan. 31, 2019 | Oct. 31, 2018 | Aug. 31, 2018 | Mar. 31, 2018
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Principal balance | [1] |  | $ 3,083,821,000 | $ 4,462,350,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans |  |  | 498,081,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Securitized debt of consolidated VIEs |  |  | 5,652,982,000 | 5,622,801,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Estimated fair value | [2] |  | 75,652,396,000 | 114,833,580,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Costs incurred in connection with securitization |  |  | 239,198,000 | 301,634,000 | $ 329,873,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Net gains (losses) on disposal of investments |  |  | 661,513,000 | (47,944,000) | $ (1,124,448,000) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other secured financing |  |  | 917,876,000 | 4,455,700,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Participations issued |  |  | 39,198,000 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Corporate Loans |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans 90 days or more past due or on nonaccrual status |  |  | 0.0 | 12,200,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans |  |  | 2,239,930,000 | 2,144,850,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
MSR Silo |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable interest entity, ownership percentage |  | 100.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Exposure to obligations of VIEs |  |  | 2,500,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Commercial Trusts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Principal balance |  |  | 2,300,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Gain (loss) attributable to instrument- specific credit risk |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other secured financing |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Residential Trusts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Contractual principal amount of debt held by third parties |  |  | 23,000,000.0 | 57,300,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other secured financing |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Credit facility, maximum borrowing capacity |  |  | 625,000,000.0 | 625,000,000.0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other secured financing |  |  | 441,100,000 | 426,600,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Multifamily |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cut-off date principal balance |  |  |  |  |  |  |  | $ 500,000,000 |  |  | $ 1,000,000,000.0 |  |  |  |  |  |  |  |  |
Derecognized securities |  |  | 1,200,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derecognized securitization vehicles |  |  | 1,100,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Net gains (losses) on disposal of investments |  |  | 104,800,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Costs incurred |  |  | 1,100,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Multifamily | Retained Interest |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Retained interest notional balance |  |  |  |  |  |  |  | $ 500,000,000 |  |  | 1,000,000,000.0 |  |  |  |  |  |  |  |  |
Consolidated VIEs | Multifamily | Senior Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Principal balance |  |  |  |  |  |  |  |  |  |  | $ 28,500,000 |  |  |  |  |  |  |  |  |
Consolidated VIEs | Consolidation, Eliminations | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Principal balance |  |  | 441,100,000 | 426,600,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Corporate Loans | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Transferred loans pledged as collateral for credit facility |  |  | 786,900,000 | 741,300,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | NLY 2019-FL2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Principal balance |  |  | 856,900,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ 857,300,000 |  |  |  |
Securitized debt of consolidated VIEs |  |  | 625,800,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Costs incurred in connection with securitization |  |  |  | 8,300,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Contractual principal amount of debt held by third parties |  |  | 633,900,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | NLY 2019-FL2 | Consolidation, Eliminations |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Estimated fair value |  |  | 202,400,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | OBX Trust |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans |  |  |  |  |  | $ 514,609,000 | $ 489,352,000 |  | $ 467,511,000 | $ 374,609,000 |  | $ 465,492,000 | $ 463,405,000 | $ 383,760,000 | $ 388,156,000 |  | $ 393,961,000 | $ 384,027,000 | $ 383,451,000 | $ 327,162,000
Securitized debt of consolidated VIEs |  |  | 2,600,000,000 | 2,000,000,000.0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Costs incurred in connection with securitization |  |  | 7,200,000 | 9,000,000.0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Contractual principal amount of debt held by third parties |  |  | 2,500,000,000 | 1,900,000,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | OBX Trust | Consolidation, Eliminations |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Estimated fair value |  |  | 653,000,000.0 | 565,700,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | Financing Receivables, Equal to Greater than 90 Days Past Due | Commercial Trusts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans 90 days or more past due or on nonaccrual status |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | July 2017 Credit Facility | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Credit facility, maximum borrowing capacity |  |  | 320,000,000.0 | 320,000,000.0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | July 2017 Credit Facility | Corporate Loans | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Transferred loans pledged as collateral for credit facility |  |  | 400,400,000 | 413,700,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other secured financing |  |  | 209,700,000 | 244,200,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Consolidated VIEs | January 2019 Credit Facility | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Credit facility, maximum borrowing capacity |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ 300,000,000.0 |  |  |
Consolidated VIEs | January 2019 Credit Facility | Corporate Loans | Borrower |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other secured financing |  |  | 236,600,000 | $ 157,500,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
VIE, Not Primary Beneficiary |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loans transferred for cash |  |  | 159,300,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
VIE, Not Primary Beneficiary | Residential mortgage loans |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Variable Interest Entity [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Participations issued |  |  | $ 39,200,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
[1] | Includes $47.0 million and $66.7 million of residential mortgage loans held for sale.
[2] | Excludes $81.5 million and $102.5 million at December 31, 2020 and 2019, respectively, of agency mortgage-backed securities, $576.6 million and $468.0 million at December 31, 2020 and 2019, respectively, of non-Agency mortgage-backed securities and $391.0 million and $500.3 million at December 31, 2020 and December 31, 2019, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.

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- Definition Securitized Debt Of Consolidated VIE, Contractual Principal Amount + References No definition available. + Details
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- Definition Securitized debt of consolidated VIE + References No definition available. + Details
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- Definition The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
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- Definition The aggregate total of expenses of managing and administering the affairs of an entity, including affiliates of the reporting entity, which are not directly or indirectly associated with the manufacture, sale or creation of a product or product line. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section S99 -Paragraph 2 -Subparagraph (SX 210.5-03.4) -URI http://asc.fasb.org/extlink&oid=120395209&loc=SL114868664-224227 + Details
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- Definition Amount of investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 948 -SubTopic 310 -Section S99 -Paragraph 1 -Subparagraph (SX 210.12-29(Column G)) -URI http://asc.fasb.org/extlink&oid=120402547&loc=d3e617274-123014 + Details
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- Definition Amount, after allowance for credit loss, of financing receivable. Excludes financing receivable covered under loss sharing agreement. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 20 -Section 50 -Paragraph 5 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=121599337&loc=SL82919230-210447 Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02(3)) -URI http://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 310 -SubTopic 10 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=121593590&loc=d3e4428-111522 + Details
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