VARIABLE INTEREST ENTITIES - Statement of Comprehensive Income (Loss) of VIEs Reflected in Consolidated Statements of Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Net interest income:
Interest income	$ 879,487	$ 587,727
Interest expense	367,421	198,425
Net interest income	512,066	389,302
Other income (loss)	34,023	31,646
General and administration expenses	62,510	53,828
Net income (loss)	1,327,704	440,408
Consolidated VIEs | FREMF Trusts
Net interest income:
Interest income	23,838	27,719
Interest expense	13,834	14,576
Net interest income	10,004	13,143
Realized gain (loss) on disposal of investments	0	0
Net gains (losses) on trading assets	0
Net unrealized gains (losses) on investments measured at fair value through earnings	292	702
Other income (loss)	(4,477)	(6,298)
General and administration expenses	0	0
Net income (loss)	5,819	7,547
Consolidated VIEs | Residential Mortgage Loan Trusts
Net interest income:
Interest income	2,373	1,369
Interest expense	1,759	274
Net interest income	614	1,095
Realized gain (loss) on disposal of investments	2,042	(261)
Net gains (losses) on trading assets	0
Net unrealized gains (losses) on investments measured at fair value through earnings	(816)	982
Other income (loss)	(77)	(97)
General and administration expenses	14	20
Net income (loss)	1,749	1,699
Consolidated VIEs | Mortgage Servicing Rights Silos
Net interest income:
Interest income	635	0
Interest expense	192	65
Net interest income	443	(65)
Realized gain (loss) on disposal of investments	(571)	(509)
Net gains (losses) on trading assets	69
Net unrealized gains (losses) on investments measured at fair value through earnings	14,615	(20,264)
Other income (loss)	28,716	34,588
General and administration expenses	472	1,102
Net income (loss)	$ 42,800	$ 12,648