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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Repurchase Agreements:
Netted amounts	$ 67,163,598	$ 101,740,728	[1]
Weighted Average Rate	0.49%	2.03%
Repurchase agreements, remaining maturities, percentage	1.00%	0.00%
CRTs
Repurchase Agreements:
Netted amounts	$ 51,654	$ 268,738
Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	661,140	1,024,528
Commercial Loans
Repurchase Agreements:
Netted amounts	369,601	303,078
Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	47,652
Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	65,730,018	99,591,465
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	303,533	552,919
1 day
Repurchase Agreements:
Netted amounts	$ 15,091,891	$ 0
Weighted Average Rate	0.15%	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 | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	0
1 day | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	15,091,891	0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	0	0
2 to 29 days
Repurchase Agreements:
Netted amounts	$ 18,084,981	$ 37,382,531
Weighted Average Rate	0.48%	2.15%
2 to 29 days | CRTs
Repurchase Agreements:
Netted amounts	$ 2,281	$ 237,897
2 to 29 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	143,055	698,091
2 to 29 days | Commercial Loans
Repurchase Agreements:
Netted amounts	0	0
2 to 29 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	0
2 to 29 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	17,911,648	36,030,104
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	27,997	416,439
30 to 59 days
Repurchase Agreements:
Netted amounts	$ 4,992,031	$ 15,300,157
Weighted Average Rate	0.67%	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	70,301	115,805
30 to 59 days | Commercial Loans
Repurchase Agreements:
Netted amounts	66,026	0
30 to 59 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	0
30 to 59 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	4,724,516	15,079,989
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	131,188	104,363
60 to 89 days
Repurchase Agreements:
Netted amounts	$ 5,413,537	$ 22,117,735
Weighted Average Rate	0.47%	1.97%
60 to 89 days | CRTs
Repurchase Agreements:
Netted amounts	$ 41,283	$ 30,841
60 to 89 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	271,552	151,920
60 to 89 days | Commercial Loans
Repurchase Agreements:
Netted amounts	0	0
60 to 89 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	0
60 to 89 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	5,061,005	21,931,335
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	39,697	3,639
90 to 119 days
Repurchase Agreements:
Netted amounts	$ 8,671,501	$ 9,992,914
Weighted Average Rate	0.58%	1.97%
90 to 119 days | CRTs
Repurchase Agreements:
Netted amounts	$ 8,090	$ 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 | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	0
90 to 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	8,643,555	9,992,914
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	19,856	0
Over 120 days
Repurchase Agreements:
Netted amounts	$ 14,909,657	$ 16,947,391
Weighted Average Rate	0.74%	1.90%
Over 120 days | CRTs
Repurchase Agreements:
Netted amounts	$ 0	$ 0
Over 120 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	176,232	58,712
Over 120 days | Commercial Loans
Repurchase Agreements:
Netted amounts	303,575	303,078
Over 120 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	47,652
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	14,297,403	16,557,123
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	$ 84,795	$ 28,478
[1] Derived from the audited consolidated financial statements at December 31, 2019.

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- Definition

Repurchase Agreements, Maturity Greater Than One Year, Percentage

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- Definition

Weighted average rate of repurchase agreements.

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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

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
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-Topic 210
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-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
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-Topic 235
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