SECURED FINANCING - Additional Information (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018
Repurchase Agreements:
Repurchase agreements	$ 101,740,728	$ 81,115,874
Repurchase agreements - weighted average effective borrowing rates	1.99%	2.36%
Repurchase agreements - weighted average remaining maturities	65 days	77 days
Maximum repurchase agreements available under counterparty arrangements	$ 1,100,000
Commitments available to be drawn	796,900
Fair value of collateral received in reverse repurchase agreements	0	$ 650,000
Other secured financing long term, amount	4,455,700	4,183,311
Secured financings and interest rate swaps - collateral held, estimated fair value	112,800,000	90,200,000
Secured financings and interest rate swaps - collateral held, accrued interest	$ 357,900	$ 303,100
Minimum
Repurchase Agreements:
Other secured financing short term amount, expiration period	5 years
Maximum
Repurchase Agreements:
Other secured financing short term amount, expiration period	7 years
Maturity Period Beyond Three Years | Maturity Period Between One to Three Years | Minimum
Repurchase Agreements:
Other secured financing short term amount, expiration period	1 year	1 year
Maturity Period Beyond Three Years | Maturity Period Between One to Three Years | Maximum
Repurchase Agreements:
Other secured financing short term amount, expiration period	3 years	3 years
FHLB De Moines
Repurchase Agreements:
Debt weighted average interest rate	2.16%	2.78%
Stock held in FHLB	$ 147,900	$ 147,900
FHLB De Moines | Maturity Period Beyond Three Years | Maturity Period in Less Than One Year
Repurchase Agreements:
Other secured financing long term, amount	1,400,000
FHLB De Moines | Maturity Period Beyond Three Years | Maturity Period Between One to Three Years
Repurchase Agreements:
Other secured financing long term, amount	$ 2,100,000	$ 3,600,000