SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2019 USD ($)
Debt Securities, Available-For-Sale [Line Items]
Beginning balance	$ 92,623,788
Purchases	23,747,904
Sales	(10,496,300)
Principal paydowns	(2,386,119)
Amortization / accretion	(247,369)
Fair value adjustment	1,751,367
Ending balance	104,993,271
Residential Securities
Debt Securities, Available-For-Sale [Line Items]
Beginning balance	92,467,030
Purchases	23,649,271
Sales	(10,456,466)
Principal paydowns	(2,343,260)
Amortization / accretion	(247,447)
Fair value adjustment	1,748,912
Ending balance	104,818,040
Commercial Securities
Debt Securities, Available-For-Sale [Line Items]
Beginning balance	156,758
Purchases	98,633
Sales	(39,834)
Principal paydowns	(42,859)
Amortization / accretion	78
Fair value adjustment	2,455
Ending balance	$ 175,231