SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Repurchase Agreements:
Repurchase agreements	$ 75,760,655	$ 77,696,343	[1]
Weighted Average Rate	2.17%	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	$ 335,860	$ 277,971
Non Agency MBS
Repurchase Agreements:
Repurchase agreements	266,774	304,778
Commercial Loan
Repurchase Agreements:
Repurchase agreements	488,579	385,113
Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	74,497,286	76,703,981
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	172,156	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	$ 30,919,516	$ 33,956,552
Weighted Average Rate	2.15%	1.69%
2 to 29 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 263,467	$ 263,528
2 to 29 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	161,587	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	30,476,466	33,421,609
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	17,996	18,125
30 to 59 days
Repurchase Agreements:
Repurchase agreements	$ 6,328,941	$ 10,828,777
Weighted Average Rate	2.11%	1.44%
30 to 59 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 7,950	$ 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	6,314,836	10,811,515
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	6,155	6,375
60 to 89 days
Repurchase Agreements:
Repurchase agreements	$ 14,275,263	$ 13,855,787
Weighted Average Rate	2.15%	1.59%
60 to 89 days | Credit risk transfer securities
Repurchase Agreements:
Repurchase agreements	$ 64,443	$ 7,214
60 to 89 days | Non Agency MBS
Repurchase Agreements:
Repurchase agreements	105,187	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	14,105,633	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	$ 9,278,603	$ 10,128,006
Weighted Average Rate	2.08%	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	9,278,603	10,128,006
90 to 119 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	0	0
Over 120 days
Repurchase Agreements:
Repurchase agreements	$ 14,958,332	$ 8,927,221
Weighted Average Rate	2.32%	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	488,579	385,113
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	14,321,748	8,542,108
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements	$ 148,005	$ 0

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