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		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Net interest income:
Interest income	$ 776,806	$ 537,426	$ 1,656,293	$ 1,125,153
Interest expense	442,692	222,281	810,113	420,706
Net interest income	334,114	315,145	846,180	704,447
Net gains (losses) on other derivatives	34,189	(14,423)	(12,956)	(14,104)
Other income (loss)	34,170	30,865	68,193	62,511
Less: General and administration expenses	63,781	54,023	126,291	107,851
Net income (loss)	595,887	14,522	1,923,591	454,930
Consolidated VIEs | FREMF Trusts
Net interest income:
Interest income	25,100	24,948	48,938	52,667
Interest expense	15,363	11,679	29,197	26,255
Net interest income	9,737	13,269	19,741	26,412
Realized gain (loss) on disposal of investments	0	0	0	0
Net gains (losses) on trading assets		0
Net gains (losses) on other derivatives	0
Net unrealized gains (losses) on instruments measured at fair value through earnings	820	4,387	1,112	5,089
Other income (loss)	(4,292)	(6,224)	(8,769)	(12,522)
Less: General and administration expenses	0	1	0	1
Net income (loss)	6,265	11,431	12,084	18,978
Consolidated VIEs | Residential Mortgage Loan Trusts
Net interest income:
Interest income	2,184	1,171	4,557	2,540
Interest expense	1,089	298	2,848	572
Net interest income	1,095	873	1,709	1,968
Realized gain (loss) on disposal of investments	(140)	(121)	1,902	(382)
Net gains (losses) on trading assets		0
Net gains (losses) on other derivatives	0
Net unrealized gains (losses) on instruments measured at fair value through earnings	(351)	720	(1,167)	1,702
Other income (loss)	(74)	(94)	(151)	(191)
Less: General and administration expenses	15	17	29	37
Net income (loss)	515	1,361	2,264	3,060
Consolidated VIEs | Mortgage Servicing Rights Silos
Net interest income:
Interest income	813	491	1,448	491
Interest expense	245	57	437	122
Net interest income	568	434	1,011	369
Realized gain (loss) on disposal of investments	(739)	24	(1,310)	(485)
Net gains (losses) on trading assets		70
Net gains (losses) on other derivatives	1
Net unrealized gains (losses) on instruments measured at fair value through earnings	1,850	(26,848)	16,465	(47,112)
Other income (loss)	28,342	33,338	57,058	67,926
Less: General and administration expenses	455	838	927	1,940
Net income (loss)	$ 29,567	$ 6,110	$ 72,367	$ 18,758