SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2019	Dec. 31, 2018
Repurchase Agreements:
Repurchase agreements outstanding	$ 105,181,241	$ 81,115,874	[1]
Weighted Average Rate	2.69%	2.97%
Percentage of total repurchase agreements with remaining maturity of 1 year	1.00%	1.00%
CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 207,002	$ 373,536
Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	826,786	721,304
Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	209,980	693,939
Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	103,732,898	78,482,373
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	204,575	204,257
U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		640,465
1 day
Repurchase Agreements:
Repurchase agreements outstanding	$ 23,192,254	$ 0
Weighted Average Rate	2.84%	0.00%
1 day | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 0	$ 0
1 day | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	0	0
1 day | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	0	0
1 day | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	23,192,254	0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	0	0
1 day | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		0
2 to 29 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 11,919,883	$ 32,012,641
Weighted Average Rate	2.70%	3.50%
2 to 29 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 175,622	$ 284,906
2 to 29 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	478,019	353,429
2 to 29 days | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	0	0
2 to 29 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	11,125,931	30,661,001
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	140,311	72,840
2 to 29 days | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		640,465
30 to 59 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 6,778,783	$ 8,164,165
Weighted Average Rate	2.62%	2.33%
30 to 59 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 0	$ 0
30 to 59 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	0	0
30 to 59 days | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	0	0
30 to 59 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	6,755,307	8,164,165
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	23,476	0
30 to 59 days | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		0
60 to 89 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 26,845,611	$ 18,689,772
Weighted Average Rate	2.63%	2.62%
60 to 89 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 31,380	$ 88,630
60 to 89 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	236,605	251,441
60 to 89 days | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	0	0
60 to 89 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	26,554,485	18,326,399
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	23,141	23,302
60 to 89 days | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		0
90 to 119 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 13,002,459	$ 10,067,183
Weighted Average Rate	2.64%	2.54%
90 to 119 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 0	$ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	0	0
90 to 119 days | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	0	0
90 to 119 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	13,002,459	10,067,183
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	0	0
90 to 119 days | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		0
Over 120 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 23,442,251	$ 12,182,113
Weighted Average Rate	2.63%	2.92%
Over 120 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 0	$ 0
Over 120 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	112,162	116,434
Over 120 days | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	209,980	693,939
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	23,102,462	11,263,625
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	$ 17,647	108,115
Over 120 days | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding		$ 0

[1] ⁽¹⁾  Derived from the audited consolidated financial statements at December 31, 2018.