v3.26.1
INTEREST INCOME AND INTEREST EXPENSE (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Interest income        
Agency securities $ 1,094,724 $ 875,937 $ 2,179,135 $ 1,696,119
Residential credit securities 30,679 36,853 62,101 77,060
Residential mortgage loans 674,055 467,959 1,270,844 894,014
Commercial investment portfolio 4,664 163 6,286 1,218
Reverse repurchase agreements 8,076 37,981 18,762 67,590
Total interest income 1,812,198 1,418,893 3,537,128 2,736,001
Interest expense        
Repurchase agreements 846,551 775,918 1,679,498 1,536,701
Debt issued by securitization vehicles 438,892 312,383 837,025 595,975
Participations issued 38,562 30,738 71,455 57,782
U.S. Treasury securities sold, not yet purchased 0 26,654 8,266 52,372
Total interest expense 1,324,005 1,145,693 2,596,244 2,242,830
Interest income $ 488,193 $ 273,200 $ 940,884 $ 493,171