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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | 12 Months Ended |
--- | --- | ---
Dec. 31, 2018 | Dec. 31, 2019
Repurchase Agreements: |  |
Repurchase agreements | $ 81,115,874 | $ 101,740,728
Weighted average rate | 2.97% | 2.03%
Percentage of total repurchase agreements with remaining maturity of 1 year | 1.00% |
CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 373,536 | $ 268,738
Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 721,304 | 1,024,528
Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 693,939 | 303,078
Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 78,482,373 | 99,591,465
Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 204,257 | 552,919
U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 640,465 | 0
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 | Commercial 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
1 day | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
2 to 29 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 32,012,641 | $ 37,382,531
Weighted average rate | 3.50% | 2.15%
2 to 29 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 284,906 | $ 237,897
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 353,429 | 698,091
2 to 29 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
2 to 29 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 30,661,001 | 36,030,104
2 to 29 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 72,840 | 416,439
2 to 29 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 640,465 | 0
30 to 59 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 8,164,165 | $ 15,300,157
Weighted average rate | 2.33% | 2.00%
30 to 59 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 115,805
30 to 59 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
30 to 59 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 8,164,165 | 15,079,989
30 to 59 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 104,363
30 to 59 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
60 to 89 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 18,689,772 | $ 22,117,735
Weighted average rate | 2.62% | 1.97%
60 to 89 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 88,630 | $ 30,841
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 251,441 | 151,920
60 to 89 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
60 to 89 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 18,326,399 | 21,931,335
60 to 89 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 23,302 | 3,639
60 to 89 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 10,067,183 | $ 9,992,914
Weighted average rate | 2.54% | 1.97%
90 to 119 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 10,067,183 | 9,992,914
90 to 119 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
90 to 119 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 0 | 0
Over 120 days |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 12,182,113 | $ 16,947,391
Weighted average rate | 2.92% | 1.90%
Over 120 days | CRTs |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0
Over 120 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 116,434 | 58,712
Over 120 days | Commercial Loans |  |
Repurchase Agreements: |  |
Repurchase agreements | 693,939 | 303,078
Over 120 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 11,263,625 | 16,557,123
Over 120 days | Commercial Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | 108,115 | 28,478
Over 120 days | U.S. Treasury Securities |  |
Repurchase Agreements: |  |
Repurchase agreements | $ 0 | $ 0

X
- 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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