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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Repurchase Agreements:
Netted amounts	$ 54,160,731	$ 54,769,643	[1]
Weighted Average Rate	3.09%	0.17%
Repurchase agreements, remaining maturities, percentage	0.00%
CRTs
Repurchase Agreements:
Netted amounts	$ 800,634	$ 176,450
Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	2,269,674	977,366
Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	441,968	505,001
Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	50,113,402	52,724,923
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	535,053	385,903
1 day
Repurchase Agreements:
Netted amounts	$ 0	$ 0
Weighted Average Rate	0.00%	0.00%
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 | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	0	0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	0	0
2 to 29 days
Repurchase Agreements:
Netted amounts	$ 23,789,105	$ 27,013,474
Weighted Average Rate	2.95%	0.14%
2 to 29 days | CRTs
Repurchase Agreements:
Netted amounts	$ 345,111	$ 133,525
2 to 29 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	563,625	246,707
2 to 29 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	33,718	0
2 to 29 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	22,837,664	26,435,408
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	8,987	197,834
30 to 59 days
Repurchase Agreements:
Netted amounts	$ 13,141,434	$ 10,212,453
Weighted Average Rate	3.04%	0.19%
30 to 59 days | CRTs
Repurchase Agreements:
Netted amounts	$ 48,414	$ 38,854
30 to 59 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	337,489	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	12,483,618	9,743,872
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	271,913	0
60 to 89 days
Repurchase Agreements:
Netted amounts	$ 1,097,481	$ 6,377,347
Weighted Average Rate	3.72%	0.17%
60 to 89 days | CRTs
Repurchase Agreements:
Netted amounts	$ 148,422	$ 4,071
60 to 89 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	632,694	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	183,316	6,021,850
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	133,049	0
90 to 119 days
Repurchase Agreements:
Netted amounts	$ 3,292,070	$ 4,824,918
Weighted Average Rate	3.12%	0.15%
90 to 119 days | CRTs
Repurchase Agreements:
Netted amounts	$ 201,027	$ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	203,162	12,573
90 to 119 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	89,021	0
90 to 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	2,738,922	4,812,345
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	59,938	0
Over 119 days
Repurchase Agreements:
Netted amounts	$ 12,840,641	$ 6,341,451
Weighted Average Rate	3.36%	0.27%
Over 119 days | CRTs
Repurchase Agreements:
Netted amounts	$ 57,660	$ 0
Over 119 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	532,704	96,283
Over 119 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	319,229	345,651
Over 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	11,869,882	5,711,448
Over 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	$ 61,166	$ 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

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- Definition

Weighted average rate of repurchase agreements.

+ References

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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

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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

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