SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2018 USD ($)
Debt Securities, Available-For-Sale [Roll Forward]
Beginning Balance	$ 92,563,572
Purchases	25,457,420
Sales	(14,573,125)
Principal paydowns	(8,791,644)
Amortization / accretion	(485,303)
Fair value adjustment	(2,832,309)
Ending Balance	91,338,611
Residential Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning Balance	92,300,821
Purchases	25,395,018
Sales	(14,532,225)
Principal paydowns	(8,695,247)
Amortization / accretion	(485,804)
Fair value adjustment	(2,830,447)
Ending Balance	91,152,116
Commercial Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning Balance	262,751
Purchases	62,402
Sales	(40,900)
Principal paydowns	(96,397)
Amortization / accretion	501
Fair value adjustment	(1,862)
Ending Balance	$ 186,495