SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Repurchase Agreements:
Repurchase agreements	$ 78,015,431	$ 77,696,343	[1]
Weighted Average Rate	1.83%	1.61%
Percentage of total repurchase agreements with remaining maturity of 1 year	0.00%	1.00%
Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 326,985	$ 277,971
Non Agency MBS
Repurchase Agreements:
Repurchase agreements	309,599	304,778
Commercial Loan
Repurchase Agreements:
Repurchase agreements	391,129	385,113
Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	76,963,498	76,703,981
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	24,220	24,500
1 day
Repurchase Agreements:
Repurchase agreements	$ 0	$ 0
Weighted Average Rate	0.00%	0.00%
1 day | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 0	$ 0
1 day | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	0	0
1 day | Commercial Loan
Repurchase Agreements:
Repurchase agreements	0	0
1 day | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
2 to 29 days
Repurchase Agreements:
Repurchase agreements	$ 39,527,178	$ 33,956,552
Weighted Average Rate	1.76%	1.69%
2 to 29 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 326,985	$ 263,528
2 to 29 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	281,627	253,290
2 to 29 days | Commercial Loan
Repurchase Agreements:
Repurchase agreements	0	0
2 to 29 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	38,894,346	33,421,609
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	24,220	18,125
30 to 59 days
Repurchase Agreements:
Repurchase agreements	$ 8,619,507	$ 10,828,777
Weighted Average Rate	1.67%	1.44%
30 to 59 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 0	$ 7,229
30 to 59 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	0	3,658
30 to 59 days | Commercial Loan
Repurchase Agreements:
Repurchase agreements	0	0
30 to 59 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	8,619,507	10,811,515
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	6,375
60 to 89 days
Repurchase Agreements:
Repurchase agreements	$ 10,243,046	$ 13,855,787
Weighted Average Rate	1.83%	1.59%
60 to 89 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 0	$ 7,214
60 to 89 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	27,972	47,830
60 to 89 days | Commercial Loan
Repurchase Agreements:
Repurchase agreements	0	0
60 to 89 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	10,215,074	13,800,743
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
90 to 119 days
Repurchase Agreements:
Repurchase agreements	$ 5,378,231	$ 10,128,006
Weighted Average Rate	1.63%	1.39%
90 to 119 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 0	$ 0
90 to 119 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	0	0
90 to 119 days | Commercial Loan
Repurchase Agreements:
Repurchase agreements	0	0
90 to 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	5,378,231	10,128,006
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
Over 120 days
Repurchase Agreements:
Repurchase agreements	$ 14,247,469	$ 8,927,221
Weighted Average Rate	2.19%	1.77%
Over 120 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 0	$ 0
Over 120 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	0	0
Over 120 days | Commercial Loan
Repurchase Agreements:
Repurchase agreements	391,129	385,113
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	13,856,340	8,542,108
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	$ 0	$ 0

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