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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Mar. 31, 2023 | Dec. 31, 2022
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Repurchase Agreements: |  |  |
Netted amounts | $ 60,993,018 | $ 59,512,597 | [1]
Weighted Average Rate | 5.03% | 4.29% |
Repurchase agreements, remaining maturities, percentage | 0.00% | 0.00% |
CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 479,035 | $ 468,695 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,163,550 | 2,013,261 |
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 746,943 | 718,600 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 57,165,713 | 55,855,293 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 437,777 | 456,748 |
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 | $ 30,928,862 | $ 31,426,193 |
Weighted Average Rate | 4.99% | 4.27% |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 161,735 | $ 193,069 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 760,989 | 524,432 |
2 to 29 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 62,475 | 200,931 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 29,597,598 | 30,244,050 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 346,065 | 263,711 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 14,244,008 | $ 22,107,566 |
Weighted Average Rate | 5.04% | 4.18% |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 266,100 | $ 149,733 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 677,823 | 632,673 |
30 to 59 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 13,217,167 | 21,200,770 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 82,918 | 124,390 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 9,194,143 | $ 5,262,025 |
Weighted Average Rate | 5.09% | 4.59% |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 51,200 | $ 0 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 654,279 | 782,905 |
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 | 8,479,870 | 4,410,473 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 8,794 | 68,647 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 70,459 | $ 367,800 |
Weighted Average Rate | 5.91% | 5.82% |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 125,893 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 70,459 | 73,251 |
90 to 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 168,656 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 6,555,546 | $ 349,013 |
Weighted Average Rate | 5.13% | 6.37% |
Over 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
Over 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 684,468 | 349,013 |
Over 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 5,871,078 | 0 |
Over 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2022.

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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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