SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands	3 Months Ended		12 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2017	Dec. 31, 2018
Repurchase Agreements:
Repurchase agreements outstanding	$ 88,554,170			$ 81,115,874	[1]
Weighted Average Rate	2.86%			2.97%
Percentage of total repurchase agreements with remaining maturity of 1 year	1.00%	1.00%	1.00%
CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 340,426			$ 373,536
Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	797,087			721,304
Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	200,040			693,939
Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	86,939,320			78,482,373
Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	277,297			204,257
U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding				640,465
1 day
Repurchase Agreements:
Repurchase agreements outstanding	$ 19,083,282			$ 0
Weighted Average Rate	3.41%			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	19,025,744			0
1 day | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	57,538			0
1 day | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding				0
2 to 29 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 19,107,841			$ 32,012,641
Weighted Average Rate	2.64%			3.50%
2 to 29 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 283,222			$ 284,906
2 to 29 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	438,446			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	18,313,263			30,661,001
2 to 29 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	72,910			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	$ 5,220,636			$ 8,164,165
Weighted Average Rate	2.68%			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	5,190,135			8,164,165
30 to 59 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	30,501			0
30 to 59 days | U.S. Treasury Securities
Repurchase Agreements:
Repurchase agreements outstanding				0
60 to 89 days
Repurchase Agreements:
Repurchase agreements outstanding	$ 20,762,400			$ 18,689,772
Weighted Average Rate	2.69%			2.62%
60 to 89 days | CRTs
Repurchase Agreements:
Repurchase agreements outstanding	$ 57,204			$ 88,630
60 to 89 days | Non-Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	245,553			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	20,414,594			18,326,399
60 to 89 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	45,049			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	$ 1,867,443			$ 10,067,183
Weighted Average Rate	2.70%			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	1,867,443			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	$ 22,512,568			$ 12,182,113
Weighted Average Rate	2.77%			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	113,088			116,434
Over 120 days | Commercial Loans
Repurchase Agreements:
Repurchase agreements outstanding	200,040			693,939
Over 120 days | Agency Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	22,128,141			11,263,625
Over 120 days | Commercial Mortgage-Backed Securities
Repurchase Agreements:
Repurchase agreements outstanding	$ 71,299			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.