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SECURED FINANCING - Additional Information (Details) - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2020
Dec. 31, 2019
Repurchase Agreements:    
Netted amounts $ 64,633,447 $ 101,740,728 [1]
Repurchase agreements - weighted average effective borrowing rates 0.81% 1.99%
Repurchase agreements - weighted average remaining maturities 72 days 65 days
Repurchase agreement amount $ 2,400,000  
Remaining capacity of repurchase agreement 2,000,000  
Other secured financing long term, amount 861,373 $ 4,455,700 [1]
Secured financings and interest rate swaps - collateral held, estimated fair value 70,600,000 112,800,000
Secured financings and interest rate swaps - collateral held, accrued interest $ 202,700 $ 357,900
Minimum    
Repurchase Agreements:    
Maturity period (in years) 5 years  
Maximum    
Repurchase Agreements:    
Maturity period (in years) 7 years  
Maturity Period Beyond Three Years | Period One | Maximum    
Repurchase Agreements:    
Maturity period (in years)   1 year
Maturity Period Beyond Three Years | Period Two | Minimum    
Repurchase Agreements:    
Maturity period (in years)   1 year
Maturity Period Beyond Three Years | Period Two | Maximum    
Repurchase Agreements:    
Maturity period (in years)   3 years
FHLB De Moines    
Repurchase Agreements:    
Debt weighted average interest rate   2.16%
Stock held in FHLB $ 4,400 $ 147,900
FHLB De Moines | Maturity Period Beyond Three Years | Period One    
Repurchase Agreements:    
Other secured financing long term, amount   1,400,000
FHLB De Moines | Maturity Period Beyond Three Years | Period Two    
Repurchase Agreements:    
Other secured financing long term, amount   $ 2,100,000
[1] Derived from the audited consolidated financial statements at December 31, 2019.