SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2018	Dec. 31, 2017
Repurchase Agreements:
Repurchase agreements	$ 79,073,026	$ 77,696,343
Weighted Average Rate	2.32%	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	$ 437,020	$ 277,971
Non Agency MBS
Repurchase Agreements:
Repurchase agreements	474,006	304,778
Commercial loans
Repurchase Agreements:
Repurchase agreements	764,543	385,113
Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	77,142,421	76,703,981
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	255,036	24,500
1 day
Repurchase Agreements:
Repurchase agreements	$ 16,400,345	$ 0
Weighted Average Rate	2.38%	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 loans
Repurchase Agreements:
Repurchase agreements	0	0
1 day | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	16,400,345	0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
2 to 29 days
Repurchase Agreements:
Repurchase agreements	$ 20,175,176	$ 33,956,552
Weighted Average Rate	2.18%	1.69%
2 to 29 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 365,101	$ 263,528
2 to 29 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	252,960	253,290
2 to 29 days | Commercial loans
Repurchase Agreements:
Repurchase agreements	0	0
2 to 29 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	19,476,641	33,421,609
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	80,474	18,125
30 to 59 days
Repurchase Agreements:
Repurchase agreements	$ 7,321,938	$ 10,828,777
Weighted Average Rate	2.26%	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	65,567	3,658
30 to 59 days | Commercial loans
Repurchase Agreements:
Repurchase agreements	0	0
30 to 59 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	7,256,371	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	$ 17,423,359	$ 13,855,787
Weighted Average Rate	2.38%	1.59%
60 to 89 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 71,919	$ 7,214
60 to 89 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	155,479	47,830
60 to 89 days | Commercial loans
Repurchase Agreements:
Repurchase agreements	0	0
60 to 89 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	17,159,885	13,800,743
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	36,076	0
90 to 119 days
Repurchase Agreements:
Repurchase agreements	$ 6,518,313	$ 10,128,006
Weighted Average Rate	2.20%	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 loans
Repurchase Agreements:
Repurchase agreements	0	0
90 to 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	6,518,313	10,128,006
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
Over 120 days
Repurchase Agreements:
Repurchase agreements	$ 11,233,895	$ 8,927,221
Weighted Average Rate	2.48%	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 loans
Repurchase Agreements:
Repurchase agreements	764,543	385,113
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	10,330,866	8,542,108
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	$ 138,486	$ 0