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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Jun. 30, 2022 | Dec. 31, 2021
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Repurchase Agreements: |  |  |
Netted amounts | $ 51,364,097 | $ 54,769,643 | [1]
Weighted Average Rate | 1.60% | 0.17% |
Repurchase agreements, remaining maturities, percentage | 0.00% |  |
CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 723,574 | $ 176,450 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,392,774 | 977,366 |
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 533,435 | 505,001 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 47,293,951 | 52,724,923 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 420,363 | 385,903 |
1 day |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 14,686,762 | $ 0 |
Weighted Average Rate | 1.61% | 0.00% |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 35,360 | 0 |
1 day | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 14,651,402 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 25,527,179 | $ 27,013,474 |
Weighted Average Rate | 1.58% | 0.14% |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 2,406 | $ 133,525 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 297,845 | 246,707 |
2 to 29 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 25,217,859 | 26,435,408 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 9,069 | 197,834 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 1,590,972 | $ 10,212,453 |
Weighted Average Rate | 1.33% | 0.19% |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 38,854 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 531,852 | 270,377 |
30 to 59 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 159,350 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 1,059,120 | 9,743,872 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 1,765,571 | $ 6,377,347 |
Weighted Average Rate | 1.55% | 0.17% |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 244,947 | $ 4,071 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 533,106 | 351,426 |
60 to 89 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 936,214 | 6,021,850 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 51,304 | 0 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 1,770,550 | $ 4,824,918 |
Weighted Average Rate | 1.43% | 0.15% |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 349,867 | $ 0 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 648,369 | 12,573 |
90 to 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 772,314 | 4,812,345 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 6,023,063 | $ 6,341,451 |
Weighted Average Rate | 1.84% | 0.27% |
Over 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 126,354 | $ 0 |
Over 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 346,242 | 96,283 |
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 533,435 | 345,651 |
Over 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 4,657,042 | 5,711,448 |
Over 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 359,990 | $ 188,069 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2021.

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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 https://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 https://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 https://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 https://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 https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878 + Details
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