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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2020
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance $ 114,833,580
Purchases 19,317,457
Sales and transfers (47,585,510)
Principal paydowns (9,307,384)
(Amortization) / accretion (886,958)
Fair value adjustment 1,434,558
Ending balance 77,805,743
Residential Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance 114,560,557
Purchases 19,317,457
Sales and transfers (47,391,453)
Principal paydowns (9,302,451)
(Amortization) / accretion (887,336)
Fair value adjustment 1,447,767
Ending balance 77,744,541
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance 273,023
Purchases 0
Sales and transfers (194,057)
Principal paydowns (4,933)
(Amortization) / accretion 378
Fair value adjustment (13,209)
Ending balance $ 61,202