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INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended
--- | --- | ---
Dec. 31, 2019 | Sep. 30, 2019 | Jun. 30, 2019 | Mar. 31, 2019 | Dec. 31, 2018 | Sep. 30, 2018 | Jun. 30, 2018 | Mar. 31, 2018 | Dec. 31, 2019 | Dec. 31, 2018 | Dec. 31, 2017
Interest income |  |  |  |  |  |  |  |  |  |  |
Residential Securities (1) |  |  |  |  |  |  |  |  | $ 3,195,546 | $ 2,830,521 | $ 2,170,041
Residential mortgage loans |  |  |  |  |  |  |  |  | 150,066 | 83,260 | 30,540
Commercial investment portfolio |  |  |  |  |  |  |  |  | 378,395 | 356,981 | 273,884
U.S. Treasury securities |  |  |  |  |  |  |  |  | 0 | 160 | 0
Reverse repurchase agreements |  |  |  |  |  |  |  |  | 63,290 | 61,641 | 18,661
Total interest income | $ 1,074,214 | $ 919,299 | $ 927,598 | $ 866,186 | $ 859,674 | $ 816,596 | $ 776,806 | $ 879,487 | 3,787,297 | 3,332,563 | 2,493,126
Interest expense |  |  |  |  |  |  |  |  |  |  |
Repurchase agreements |  |  |  |  |  |  |  |  | 2,513,282 | 1,698,930 | 891,819
Debt issued by securitization vehicles |  |  |  |  |  |  |  |  | 141,981 | 98,013 | 60,304
Participation sold |  |  |  |  |  |  |  |  | 0 | 0 | 195
Other |  |  |  |  |  |  |  |  | 129,612 | 100,917 | 56,036
Total interest expense | 620,058 | 766,905 | 750,217 | 647,695 | 586,774 | 500,973 | 442,692 | 367,421 | 2,784,875 | 1,897,860 | 1,008,354
Net interest income | $ 454,156 | $ 152,394 | $ 177,381 | $ 218,491 | $ 272,900 | $ 315,623 | $ 334,114 | $ 512,066 | $ 1,002,422 | $ 1,434,703 | $ 1,484,772

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- Definition Interest expense securitized debt of Consolidated VIE. + References No definition available. + Details
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- Definition Represents interest income, including any amortization and accretion (as applicable) of discounts and premiums, derived from securities backed by a pool of mortgages or trust deeds as well as agency debentures. + References No definition available. + Details
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- Definition Interest expense related to securities sold coupled with an agreement to repurchase the same from the same counterparty at a fixed or determinable price within a fixed or variable time period. + References No definition available. + Details
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- Definition Amount of the cost of borrowed funds accounted for as interest expense. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 835 -SubTopic 20 -Section 50 -Paragraph 1 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=6450988&loc=d3e26243-108391 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 835 -SubTopic 30 -Section 45 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=114775744&loc=d3e28555-108399 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 280 -SubTopic 10 -Section 50 -Paragraph 22 -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=115929826&loc=d3e8736-108599 Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section S99 -Paragraph 2 -Subparagraph (210.5-03(11)) -URI http://asc.fasb.org/extlink&oid=115205541&loc=SL114868664-224227 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 220 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.9) -URI http://asc.fasb.org/extlink&oid=114873765&loc=SL114874048-224260 + Details
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- Definition Amount of interest income, amortization of premium and accretion of discount on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale); classified as operating. + References No definition available. + Details
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- Definition Interest income derived from securities purchased under agreements to resell. The difference in the price at which the institution buys the securities and resells the securities represents interest for the use of the funds by the other party. Most repurchase and sale agreements involve obligations of the federal government or its agencies, but other financial instruments, such as commercial paper, banker's acceptances and negotiable certificates of deposits are sometimes used in such transactions. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 220 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-04.4) -URI http://asc.fasb.org/extlink&oid=114873765&loc=SL114874048-224260 + Details
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