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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Repurchase Agreements:
Netted amounts	$ 64,633,447	$ 101,740,728	[1]
Weighted Average Rate	0.42%	2.03%
Repurchase agreements, remaining maturities, percentage		0.00%
CRTs
Repurchase Agreements:
Netted amounts	$ 231,274	$ 268,738
Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	884,809	1,024,528
Commercial Loans
Repurchase Agreements:
Netted amounts	335,111	303,078
Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	70,642
Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	62,804,603	99,591,465
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	307,008	552,919
1 day
Repurchase Agreements:
Netted amounts	$ 2,700,000	$ 0
Weighted Average Rate	0.13%	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	2,700,000	0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	0	0
2 to 29 days
Repurchase Agreements:
Netted amounts	$ 23,894,431	$ 37,382,531
Weighted Average Rate	0.36%	2.15%
2 to 29 days | CRTs
Repurchase Agreements:
Netted amounts	$ 68,994	$ 237,897
2 to 29 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	196,748	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	23,585,476	36,030,104
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	43,213	416,439
30 to 59 days
Repurchase Agreements:
Netted amounts	$ 8,644,191	$ 15,300,157
Weighted Average Rate	0.51%	2.00%
30 to 59 days | CRTs
Repurchase Agreements:
Netted amounts	$ 60,651	$ 0
30 to 59 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	73,438	115,805
30 to 59 days | Commercial Loans
Repurchase Agreements:
Netted amounts	0	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	8,463,636	15,079,989
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	46,466	104,363
60 to 89 days
Repurchase Agreements:
Netted amounts	$ 9,702,859	$ 22,117,735
Weighted Average Rate	0.33%	1.97%
60 to 89 days | CRTs
Repurchase Agreements:
Netted amounts	$ 50,871	$ 30,841
60 to 89 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	274,454	151,920
60 to 89 days | Commercial Loans
Repurchase Agreements:
Netted amounts	269,085	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	9,078,487	21,931,335
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	29,962	3,639
90 to 119 days
Repurchase Agreements:
Netted amounts	$ 5,529,036	$ 9,992,914
Weighted Average Rate	0.73%	1.97%
90 to 119 days | CRTs
Repurchase Agreements:
Netted amounts	$ 50,758	$ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	102,189	0
90 to 119 days | Commercial Loans
Repurchase Agreements:
Netted amounts	0	0
90 to 119 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	23,407
90 to 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	5,320,952	9,992,914
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	31,730	0
Over 120 days
Repurchase Agreements:
Netted amounts	$ 14,162,930	$ 16,947,391
Weighted Average Rate	0.45%	1.90%
Over 120 days | CRTs
Repurchase Agreements:
Netted amounts	$ 0	$ 0
Over 120 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	237,980	58,712
Over 120 days | Commercial Loans
Repurchase Agreements:
Netted amounts	66,026	303,078
Over 120 days | Residential Mortgage Loans
Repurchase Agreements:
Netted amounts	47,235
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	13,656,052	16,557,123
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Netted amounts	$ 155,637	$ 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
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-Publisher FASB
-Name Accounting Standards Codification
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Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef
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-Name Accounting Standards Codification
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