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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Repurchase Agreements:    
Netted amounts $ 61,637,600 $ 59,512,597 [1]
Weighted Average Rate   5.29% 4.29%
Repurchase agreements, remaining maturities, percentage 0.00% 0.00%
CRTs    
Repurchase Agreements:    
Netted amounts $ 624,573 $ 468,695
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 2,256,646 2,013,261
Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 513,093 718,600
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 57,918,976 55,855,293
Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 324,312 456,748
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 $ 40,322,735 $ 31,426,193
Weighted Average Rate   5.24% 4.27%
2 to 29 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 367,226 $ 193,069
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 658,795 524,432
2 to 29 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 0 200,931
2 to 29 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 39,019,374 30,244,050
2 to 29 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 277,340 263,711
30 to 59 days    
Repurchase Agreements:    
Netted amounts $ 13,179,036 $ 22,107,566
Weighted Average Rate   5.35% 4.18%
30 to 59 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 257,347 $ 149,733
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 758,575 632,673
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 12,163,114 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 $ 1,264,196 $ 5,262,025
Weighted Average Rate   5.78% 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 647,848 782,905
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 612,095 4,410,473
60 to 89 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 4,253 68,647
90 to 119 days    
Repurchase Agreements:    
Netted amounts $ 991,084 $ 367,800
Weighted Average Rate   5.51% 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 191,428 73,251
90 to 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Netted amounts 3,622 168,656
90 to 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 753,315 0
90 to 119 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 42,719 0
Over 119 days    
Repurchase Agreements:    
Netted amounts $ 5,880,549 $ 349,013
Weighted Average Rate   5.36% 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 509,471 349,013
Over 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 5,371,078 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.