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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2021
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 $ 75,652,396
Purchases 11,834,619
Sales and transfers (6,344,212)
Principal paydowns (10,228,923)
(Amortization) / accretion (307,699)
Fair value adjustment (1,573,846)
Ending balance June 30, 2021 69,032,335
Residential Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 75,571,654
Purchases 11,684,613
Sales and transfers (6,265,442)
Principal paydowns (10,228,923)
(Amortization) / accretion (307,987)
Fair value adjustment (1,575,745)
Ending balance June 30, 2021 68,878,170
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 80,742
Purchases 150,006
Sales and transfers (78,770)
Principal paydowns 0
(Amortization) / accretion 288
Fair value adjustment 1,899
Ending balance June 30, 2021 $ 154,165