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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

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- Definition

Repurchase Agreements, Maturity Greater Than One Year, Percentage

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- Definition

Weighted average rate of repurchase agreements.

+ References

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- Definition

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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))
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Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
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-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

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Reference 4: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
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-Publisher FASB
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