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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2019 | Dec. 31, 2018
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 105,181,241 | $ 81,115,874 | [1]
Weighted Average Rate | 2.69% | 2.97% |
Percentage of total repurchase agreements with remaining maturity of 1 year | 1.00% | 1.00% |
CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 207,002 | $ 373,536 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 826,786 | 721,304 |
Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 209,980 | 693,939 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 103,732,898 | 78,482,373 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 204,575 | 204,257 |
U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | 640,465 |
1 day |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 23,192,254 | $ 0 |
Weighted Average Rate | 2.84% | 0.00% |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 0 | $ 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
1 day | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 23,192,254 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
1 day | U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 11,919,883 | $ 32,012,641 |
Weighted Average Rate | 2.70% | 3.50% |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 175,622 | $ 284,906 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 478,019 | 353,429 |
2 to 29 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 11,125,931 | 30,661,001 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 140,311 | 72,840 |
2 to 29 days | U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | 640,465 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 6,778,783 | $ 8,164,165 |
Weighted Average Rate | 2.62% | 2.33% |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 0 | $ 0 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
30 to 59 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 6,755,307 | 8,164,165 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 23,476 | 0 |
30 to 59 days | U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | 0 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 26,845,611 | $ 18,689,772 |
Weighted Average Rate | 2.63% | 2.62% |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 31,380 | $ 88,630 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 236,605 | 251,441 |
60 to 89 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 26,554,485 | 18,326,399 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 23,141 | 23,302 |
60 to 89 days | U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | 0 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 13,002,459 | $ 10,067,183 |
Weighted Average Rate | 2.64% | 2.54% |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 0 | $ 0 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
90 to 119 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 13,002,459 | 10,067,183 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 0 | 0 |
90 to 119 days | U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | 0 |
Over 120 days |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 23,442,251 | $ 12,182,113 |
Weighted Average Rate | 2.63% | 2.92% |
Over 120 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 0 | $ 0 |
Over 120 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 112,162 | 116,434 |
Over 120 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 209,980 | 693,939 |
Over 120 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | 23,102,462 | 11,263,625 |
Over 120 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding | $ 17,647 | 108,115 |
Over 120 days | U.S. Treasury Securities |  |  |
Repurchase Agreements: |  |  |
Repurchase agreements outstanding |  | $ 0 |
[1] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

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- Definition Percent Of Total Repurchase Agreements With Remaining Maturity Over 1 Year + References No definition available. + Details
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- Definition Weighted average rate of repurchase agreements. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Definition Amount, after the effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=49176635&loc=d3e9760-107771 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03.13(1)) -URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(a)(i)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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