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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 | Sep. 30, 2021
Repurchase Agreements: |  |  |
Netted amounts | $ 64,825,239 | [1] | $ 55,475,420
Weighted Average Rate | 0.32% |  | 0.15%
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 |  | $ 200,744
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 1,050,439 |  | 985,607
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 184,723 |  | 317,080
Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 271,801 |  |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 62,744,910 |  | 53,769,219
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 327,680 |  | 202,770
1 day |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 |  | $ 7,926,088
Weighted Average Rate | 0.00% |  | 0.07%
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 |  | 7,926,088
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 |  | 0
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 30,841,838 |  | $ 16,153,792
Weighted Average Rate | 0.29% |  | 0.13%
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 129,993 |  | $ 6,911
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 354,904 |  | 228,809
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 |  | 15,853,554
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 128,267 |  | 64,518
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 10,567,655 |  | $ 4,082,709
Weighted Average Rate | 0.42% |  | 0.18%
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 16,073 |  | $ 0
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 161,274 |  | 117,226
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 |  | 3,965,483
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 |  | $ 3,226,323
Weighted Average Rate | 0.30% |  | 0.17%
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 |  | 91,544
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 |  | 3,134,779
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 |  | $ 10,197,129
Weighted Average Rate | 0.23% |  | 0.18%
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 |  | $ 136,909
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 |  | 37,527
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 |  | 9,884,441
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 |  | 138,252
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 12,692,176 |  | $ 13,889,379
Weighted Average Rate | 0.36% |  | 0.20%
Over 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 |  | $ 56,924
Over 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 274,860 |  | 510,501
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 107,924 |  | 317,080
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 |  | 13,004,874
Over 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 28,671 |  | $ 0
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2020.

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- Definition Percent Of Total Repurchase Agreements With Remaining Maturity Over 1 Year + References No definition available. + Details
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- Definition Repurchase Agreements, Maturity Greater Than One Year, Percentage + References No definition available. + Details
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- Definition Weighted average rate of repurchase agreements. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(i)) -URI http://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i)) -URI http://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI http://asc.fasb.org/extlink&oid=120398452&loc=d3e534808-122878 + Details
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