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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Dec. 31, 2021
--- | --- | ---
Repurchase Agreements: |  |
Repurchase agreements | $ 59,512,597 | $ 54,769,643
Weighted Average Rate | 4.29% | 0.17%
CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 468,695 | $ 176,450
Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 2,013,261 | 977,366
Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 718,600 | 505,001
Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 55,855,293 | 52,724,923
Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 456,748 | 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 | 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 | $ 31,426,193 | $ 27,013,474
Weighted Average Rate | 4.27% | 0.14%
2 to 29 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 193,069 | $ 133,525
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 524,432 | 246,707
2 to 29 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 200,931 | 0
2 to 29 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 30,244,050 | 26,435,408
2 to 29 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 263,711 | 197,834
30 to 59 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 22,107,566 | $ 10,212,453
Weighted Average Rate | 4.18% | 0.19%
30 to 59 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 149,733 | $ 38,854
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 632,673 | 270,377
30 to 59 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 159,350
30 to 59 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 21,200,770 | 9,743,872
30 to 59 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 124,390 | 0
60 to 89 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 5,262,025 | $ 6,377,347
Weighted Average Rate | 4.59% | 0.17%
60 to 89 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 4,071
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 782,905 | 351,426
60 to 89 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
60 to 89 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 4,410,473 | 6,021,850
60 to 89 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 68,647 | 0
90 to 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 367,800 | $ 4,824,918
Weighted Average Rate | 5.82% | 0.15%
90 to 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 125,893 | $ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 73,251 | 12,573
90 to 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 168,656 | 0
90 to 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 4,812,345
90 to 119 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
Over 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 349,013 | $ 6,341,451
Weighted Average Rate | 6.37% | 0.27%
Over 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
Over 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 96,283
Over 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 349,013 | 345,651
Over 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 5,711,448
Over 119 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 188,069

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- Definition Weighted average rate of repurchase agreements. + 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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