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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2019
Dec. 31, 2018
Repurchase Agreements:    
Netted amounts $ 102,682,104 $ 81,115,874 [1]
Weighted Average Rate 2.48% 2.97%
Percentage of total repurchase agreements with remaining maturity of 1 year 1.00% 1.00%
CRTs    
Repurchase Agreements:    
Netted amounts $ 226,154 $ 373,536
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 885,866 721,304
Commercial Loans    
Repurchase Agreements:    
Netted amounts 204,614 693,939
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 101,149,835 78,482,373
Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 215,635 204,257
U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   640,465
1 day    
Repurchase Agreements:    
Netted amounts $ 19,451,333 $ 0
Weighted Average Rate 2.76% 0.00%
1 day | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
1 day | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
1 day | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0 0
1 day | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 19,451,333 0
1 day | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
1 day | U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   0
2 to 29 days    
Repurchase Agreements:    
Netted amounts $ 33,170,881 $ 32,012,641
Weighted Average Rate 2.46% 3.50%
2 to 29 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 195,190 $ 284,906
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 670,750 353,429
2 to 29 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0 0
2 to 29 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 32,145,933 30,661,001
2 to 29 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 159,008 72,840
2 to 29 days | U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   640,465
30 to 59 days    
Repurchase Agreements:    
Netted amounts $ 15,138,462 $ 8,164,165
Weighted Average Rate 2.64% 2.33%
30 to 59 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
30 to 59 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0 0
30 to 59 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 15,114,797 8,164,165
30 to 59 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 23,665 0
30 to 59 days | U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   0
60 to 89 days    
Repurchase Agreements:    
Netted amounts $ 20,139,578 $ 18,689,772
Weighted Average Rate 2.26% 2.62%
60 to 89 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 30,964 $ 88,630
60 to 89 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 154,159 251,441
60 to 89 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 103,938 0
60 to 89 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 19,846,591 18,326,399
60 to 89 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 3,926 23,302
60 to 89 days | U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   0
90 to 119 days    
Repurchase Agreements:    
Netted amounts $ 5,077,560 $ 10,067,183
Weighted Average Rate 2.44% 2.54%
90 to 119 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
90 to 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
90 to 119 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 0 0
90 to 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 5,077,560 10,067,183
90 to 119 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 0 0
90 to 119 days | U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   0
Over 120 days    
Repurchase Agreements:    
Netted amounts $ 9,704,290 $ 12,182,113
Weighted Average Rate 2.18% 2.92%
Over 120 days | CRTs    
Repurchase Agreements:    
Netted amounts $ 0 $ 0
Over 120 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 60,957 116,434
Over 120 days | Commercial Loans    
Repurchase Agreements:    
Netted amounts 100,676 693,939
Over 120 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts 9,513,621 11,263,625
Over 120 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Netted amounts $ 29,036 108,115
Over 120 days | U.S. Treasury Securities    
Repurchase Agreements:    
Netted amounts   $ 0
[1]
(1) 
Derived from the audited consolidated financial statements at December 31, 2018.