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.