XML 112 R100.htm IDEA: XBRL DOCUMENT v3.21.2
INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Interest income        
Residential securities $ 275,278 $ 457,684 $ 919,912 $ 868,064
Residential mortgage loans 38,963 42,871 76,072 90,428
Commercial investment portfolio 69,663 84,208 151,264 179,884
Reverse repurchase agreements 2 49 36 1,462
Total interest income 383,906 584,812 1,147,284 1,139,838
Interest expense        
Repurchase agreements 29,140 136,962 71,725 570,983
Debt issued by securitization vehicles 23,216 38,757 49,492 80,876
Participations issued 1,739 0 2,336 0
Other 6,952 10,313 13,467 37,646
Total interest expense 61,047 186,032 137,020 689,505
Net interest income $ 322,859 $ 398,780 $ 1,010,264 $ 450,333