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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Mar. 31, 2020 | Dec. 31, 2019
--- | --- | ---
Repurchase Agreements: |  |  |
Netted amounts | $ 72,580,183 | $ 101,740,728 | [1]
Weighted Average Rate | 1.23% | 2.03% |
CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 184,416 | $ 268,738 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 870,159 | 1,024,528 |
Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 368,589 | 303,078 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 70,827,608 | 99,591,465 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 329,411 | 552,919 |
1 day |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 20,238,083 | $ 0 |
Weighted Average Rate | 0.31% | 0.00% |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 20,238,083 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 20,226,628 | $ 37,382,531 |
Weighted Average Rate | 1.49% | 2.15% |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 108,219 | $ 237,897 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 355,896 | 698,091 |
2 to 29 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 19,628,403 | 36,030,104 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 134,110 | 416,439 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 12,055,306 | $ 15,300,157 |
Weighted Average Rate | 1.58% | 2.00% |
30 to 59 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 71,040 | 115,805 |
30 to 59 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
30 to 59 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 11,984,266 | 15,079,989 |
30 to 59 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 104,363 |
60 to 89 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 11,062,283 | $ 22,117,735 |
Weighted Average Rate | 1.61% | 1.97% |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 76,197 | $ 30,841 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 391,033 | 151,920 |
60 to 89 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 10,559,727 | 21,931,335 |
60 to 89 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 35,326 | 3,639 |
90 to 119 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 2,291,460 | $ 9,992,914 |
Weighted Average Rate | 1.80% | 1.97% |
90 to 119 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
90 to 119 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 2,291,460 | 9,992,914 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 0 | 0 |
Over 120 days |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 6,706,423 | $ 16,947,391 |
Weighted Average Rate | 1.74% | 1.90% |
Over 120 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 0 | $ 0 |
Over 120 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 52,190 | 58,712 |
Over 120 days | Commercial Loans |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 368,589 | 303,078 |
Over 120 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | 6,125,669 | 16,557,123 |
Over 120 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Netted amounts | $ 159,975 | $ 28,478 |
[1] | Derived from the audited consolidated financial statements at December 31, 2019.

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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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