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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)
$ in Thousands
Sep. 30, 2023
Dec. 31, 2022
Repurchase Agreements:    
Netted amounts $ 64,693,821 $ 59,512,597 [1]
Weighted Average Rate   5.54% 4.29%
Repurchase agreements, remaining maturities, percentage 4.00% 0.00%
CRTs    
Repurchase Agreements:    
Netted amounts $ 664,452 $ 468,695
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 2,311,929 2,013,261
Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 751,298 718,600
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 60,827,400 55,855,293
Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 138,742 456,748
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 $ 29,960,779 $ 31,426,193
Weighted Average Rate   5.50% 4.27%
2 to 29 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 523,341 $ 193,069
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 792,578 524,432
2 to 29 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 45,874 200,931
2 to 29 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 28,460,244 30,244,050
2 to 29 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 138,742 263,711
30 to 59 days    
Repurchase Agreements:    
Netted amounts $ 24,249,559 $ 22,107,566
Weighted Average Rate   5.52% 4.18%
30 to 59 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 141,111 $ 149,733
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 751,919 632,673
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 23,356,529 21,200,770
30 to 59 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 124,390
60 to 89 days    
Repurchase Agreements:    
Netted amounts $ 1,136,067 $ 5,262,025
Weighted Average Rate   5.96% 4.59%
60 to 89 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
60 to 89 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 494,951 782,905
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 641,116 4,410,473
60 to 89 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 68,647
90 to 119 days    
Repurchase Agreements:    
Netted amounts $ 296,742 $ 367,800
Weighted Average Rate   6.95% 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 108,720 73,251
90 to 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 185,443 168,656
90 to 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 2,579 0
90 to 119 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
Over 119 days    
Repurchase Agreements:    
Netted amounts $ 9,050,674 $ 349,013
Weighted Average Rate   5.61% 6.37%
Over 119 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
Over 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 163,761 0
Over 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 519,981 349,013
Over 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 8,366,932 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.