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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
Jun. 30, 2021
Repurchase Agreements:    
Netted amounts $ 64,825,239 [1] $ 60,221,067
Weighted Average Rate   0.32% 0.16%
Repurchase agreements, remaining maturities, percentage   0.00%
Percent of total repurchase agreements with remaining maturity over 1 year (less than) 1.00%  
CRTs    
Repurchase Agreements:    
Netted amounts $ 245,686 $ 248,175
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 1,050,439 727,425
Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 184,723 218,542
Commercial Loans    
Repurchase Agreements:    
Netted amounts 271,801  
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 62,744,910 58,805,571
Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 327,680 221,354
1 day    
Repurchase Agreements:    
Netted amounts $ 0 $ 10,195,167
Weighted Average Rate   0.00% 0.09%
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 10,052,550
1 day | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 0 142,617
2 to 29 days    
Repurchase Agreements:    
Netted amounts $ 30,841,838 $ 16,221,282
Weighted Average Rate   0.29% 0.14%
2 to 29 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 129,993 $ 178,719
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 354,904 290,174
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 15,688,201
2 to 29 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 128,267 64,188
30 to 59 days    
Repurchase Agreements:    
Netted amounts $ 10,567,655 $ 6,437,669
Weighted Average Rate   0.42% 0.27%
30 to 59 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 16,073 $ 66,309
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 161,274 212,087
30 to 59 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 177,401
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 5,981,872
30 to 59 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 142,336 0
60 to 89 days    
Repurchase Agreements:    
Netted amounts $ 8,568,837 $ 4,639,953
Weighted Average Rate   0.30% 0.16%
60 to 89 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 99,620 $ 3,147
60 to 89 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 259,401 126,747
60 to 89 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 0
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 4,495,510
60 to 89 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 28,406 14,549
90 to 119 days    
Repurchase Agreements:    
Netted amounts $ 2,154,733 $ 5,873,992
Weighted Average Rate   0.23% 0.16%
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 5,873,992
90 to 119 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
Over 119 days    
Repurchase Agreements:    
Netted amounts $ 12,692,176 $ 16,853,004
Weighted Average Rate   0.36% 0.18%
Over 119 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
Over 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 274,860 98,417
Over 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 107,924 41,141
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 16,713,446
Over 119 days | Commercial Mortgage Backed Securities    
Repurchase Agreements:    
Netted amounts $ 28,671 $ 0
[1] Derived from the audited consolidated financial statements at December 31, 2020.