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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 | Dec. 31, 2021
Repurchase Agreements: |  |
Repurchase agreements | $ 64,825,239 | $ 54,769,643
Weighted Average Rate | 0.32% | 0.17%
Repurchase agreements, remaining maturities, percentage |  | 0.00%
Percentage of total repurchase agreements with remaining maturity of 1 year (less than) | 1.00% |
CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 245,686 | $ 176,450
Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 1,050,439 | 977,366
Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 184,723 | 505,001
Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 271,801 |
Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 62,744,910 | 52,724,923
Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 327,680 | 385,903
1 day |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
Weighted Average Rate | 0.00% | 0.00%
1 day | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
1 day | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
1 day | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
1 day | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
2 to 29 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 30,841,838 | $ 27,013,474
Weighted Average Rate | 0.29% | 0.14%
2 to 29 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 129,993 | $ 133,525
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 354,904 | 246,707
2 to 29 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 76,799 | 0
2 to 29 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 30,151,875 | 26,435,408
2 to 29 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 128,267 | 197,834
30 to 59 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 10,567,655 | $ 10,212,453
Weighted Average Rate | 0.42% | 0.19%
30 to 59 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 16,073 | $ 38,854
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 161,274 | 270,377
30 to 59 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 159,350
30 to 59 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
30 to 59 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 10,247,972 | 9,743,872
30 to 59 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 142,336 | 0
60 to 89 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 8,568,837 | $ 6,377,347
Weighted Average Rate | 0.30% | 0.17%
60 to 89 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 99,620 | $ 4,071
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 259,401 | 351,426
60 to 89 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
60 to 89 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 8,181,410 | 6,021,850
60 to 89 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 28,406 | 0
90 to 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 2,154,733 | $ 4,824,918
Weighted Average Rate | 0.23% | 0.15%
90 to 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 12,573
90 to 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 |
90 to 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 2,154,733 | 4,812,345
90 to 119 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
Over 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 12,692,176 | $ 6,341,451
Weighted Average Rate | 0.36% | 0.27%
Over 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
Over 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 274,860 | 96,283
Over 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 107,924 | 345,651
Over 119 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 271,801 |
Over 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 12,008,920 | 5,711,448
Over 119 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 28,671 | $ 188,069

X
- 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 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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