VARIABLE INTEREST ENTITIES - Additional Information (Details)		1 Months Ended				3 Months Ended		12 Months Ended
		Mar. 31, 2018 USD ($)	Feb. 29, 2016 USD ($) loan	Apr. 30, 2015 USD ($) loan	Feb. 28, 2015 USD ($) loan	Mar. 31, 2018 USD ($)	Mar. 31, 2017 USD ($)	Dec. 31, 2017 USD ($)		Aug. 31, 2017	Jul. 31, 2017 USD ($)	Jun. 30, 2016 USD ($)
Variable Interest Entity [Line Items]
Exposure to obligations of VIEs		$ 198,100,000				$ 198,100,000
Contractual principal amount of residential mortgage trust debt						5,280,000		$ 349,220,000
Residential mortgage loans	[1]	1,535,685,000				1,535,685,000		1,438,322,000	[2]
Securitized debt of consolidated VIEs	[3]	2,904,873,000				2,904,873,000		2,971,771,000	[2]
General and administration expenses						62,510,000	$ 53,828,000
Other secured financings		3,830,075,000				3,830,075,000		3,837,528,000	[2]
Consolidated VIEs
Variable Interest Entity [Line Items]
Exposure to obligations of VIEs		1,489,300,000				1,489,300,000
Gain (loss) recognized upon initial consolidation						0
Debt issue costs expensed						800,000
Residential mortgage loans		560,200,000				560,200,000		478,800,000
FREMF 2015-KLSF | Freddie Mac | Floating Rate Multifamily Mortgage Loans
Variable Interest Entity [Line Items]
Number of loans in the underlying portfolio (loan) | loan					11
Face value					$ 1,400,000,000
FREMF 2015-KLSF | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Payments to purchase mortgage loans					$ 102,100,000
FREMF 2015-KF07 | Freddie Mac | Floating Rate Multifamily Mortgage Loans
Variable Interest Entity [Line Items]
Number of loans in the underlying portfolio (loan) | loan				40
Face value				$ 1,200,000,000
FREMF 2015-KF07 | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Payments to purchase mortgage loans				$ 89,400,000
FREMF 2016-KLH1 | Freddie Mac | Floating Rate Multifamily Mortgage Loans
Variable Interest Entity [Line Items]
Number of loans in the underlying portfolio (loan) | loan			28
Face value			$ 1,500,000,000
FREMF 2016-KLH1 | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Payments to purchase mortgage loans			107,600,000
Face value			112,000,000
Discounted value			$ 4,400,000
FREMF Trusts | Consolidated VIEs
Variable Interest Entity [Line Items]
Mortgage loans, unpaid principal balance		2,700,000,000				2,700,000,000
Gain (loss) attributable to instrument- specific credit risk						0
Residential mortgage loans		0				0		0
General and administration expenses						0	0
Other secured financings		0				0		0
FREMF Trusts | Consolidated VIEs | 90 days or more past due
Variable Interest Entity [Line Items]
Loans 90 days or more past due or on nonaccrual status		0				0
Residential Mortgage Loan Trusts | Consolidated VIEs
Variable Interest Entity [Line Items]
Mortgage loans, unpaid principal balance		94,400,000				94,400,000
Contractual principal amount of residential mortgage trust debt						34,000,000
Residential mortgage loans		229,278,000				229,278,000		478,811,000
General and administration expenses						14,000	$ 20,000
Other secured financings		0				0		0
Borrower | Consolidation, Eliminations
Variable Interest Entity [Line Items]
Intercompany receivable		124,900,000				124,900,000
Borrower | Consolidated VIEs
Variable Interest Entity [Line Items]
Credit facility, maximum borrowing capacity												$ 300,000,000
Borrower | Consolidated VIEs | July 2017 Credit Facility
Variable Interest Entity [Line Items]
Credit facility, maximum borrowing capacity											$ 150,000,000
Borrower | Consolidated VIEs | Corporate debt | July 2017 Credit Facility
Variable Interest Entity [Line Items]
Transferred loans pledged as collateral for credit facility		208,900,000				208,900,000
Other secured financings		100,300,000				100,300,000
Pingora
Variable Interest Entity [Line Items]
Variable interest entity, ownership percentage										100.00%
Real Estate Investment Trust One | FREMF 2015-KLSF | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Variable interest entity, consolidated, carrying amount, liabilities								509,400,000
Real Estate Investment Trust One | FREMF 2016-KLH1 | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Variable interest entity, consolidated, carrying amount, assets								$ 549,500,000
Real Estate Investment Trust Two | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Variable interest entity, consolidated, carrying amount, assets		632,600,000				632,600,000
Variable interest entity, consolidated, carrying amount, liabilities		587,500,000				587,500,000
Real Estate Investment Trust Three | Freddie Mac | Consolidated VIEs
Variable Interest Entity [Line Items]
Variable interest entity, consolidated, carrying amount, assets		1,500,000,000				1,500,000,000
Variable interest entity, consolidated, carrying amount, liabilities		1,400,000,000				1,400,000,000
Borrower
Variable Interest Entity [Line Items]
Other secured financings		124,900,000				124,900,000
Borrower | Corporate debt
Variable Interest Entity [Line Items]
Transferred loans pledged as collateral for credit facility		457,700,000				457,700,000
OBX Trust | Consolidated VIEs
Variable Interest Entity [Line Items]
Residential mortgage loans		327,500,000				327,500,000
Securitized debt of consolidated VIEs		279,200,000				279,200,000
General and administration expenses		1,500,000
OBX Trust | Consolidated VIEs | Consolidation, Eliminations
Variable Interest Entity [Line Items]
Non-Agency mortgage-backed securities		$ 60,900,000				$ 60,900,000

[1] Includes securitized residential mortgage loans transferred or pledged to a consolidated VIE carried at fair value of $560.2 million and $478.8 million at March 31, 2018 and December 31, 2017, respectively.

[2] Derived from the audited consolidated financial statements at December 31, 2017.

[3] Includes securitized debt of consolidated VIEs carried at fair value of $2.9 billion and $3.0 billion at March 31, 2018 and December 31, 2017, respectively.