SECURED FINANCING - Additional Information (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Repurchase Agreements:
Netted amounts	$ 72,580,183	$ 101,740,728	[1]
Repurchase agreements - weighted average effective borrowing rates	1.91%	1.99%
Repurchase agreements - weighted average remaining maturities	48 days	65 days
Repurchase agreement amount	$ 1,600,000
Remaining capacity of repurchase agreement	1,200,000
Other secured financing long term, amount	1,805,428	$ 4,455,700	[1]
Secured financings and interest rate swaps - collateral held, estimated fair value	80,000,000	112,800,000
Secured financings and interest rate swaps - collateral held, accrued interest	$ 254,600	$ 357,900
Minimum
Repurchase Agreements:
Maturity period	5 years
Maximum
Repurchase Agreements:
Maturity period	7 years
Maturity Period Beyond Three Years | Period Two | Minimum
Repurchase Agreements:
Maturity period	1 year	1 year
Maturity Period Beyond Three Years | Period Two | Maximum
Repurchase Agreements:
Maturity period		3 years
FHLB De Moines
Repurchase Agreements:
Debt weighted average interest rate	2.04%	2.16%
Stock held in FHLB	$ 38,600	$ 147,900
FHLB De Moines | Maturity Period Beyond Three Years | Period One
Repurchase Agreements:
Other secured financing long term, amount	$ 900,000	1,400,000
FHLB De Moines | Maturity Period Beyond Three Years | Period Two
Repurchase Agreements:
Other secured financing long term, amount		$ 2,100,000

[1] Derived from the audited consolidated financial statements at December 31, 2019.