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