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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
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.