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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2020
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance $ 114,833,580
Purchases 33,107,404
Sales and transfers (52,571,156)
Principal paydowns (19,536,638)
(Amortization) / accretion (1,373,838)
Fair value adjustment 1,193,044
Ending balance 75,652,396
Residential Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance 114,560,557
Purchases 33,082,119
Sales and transfers (52,367,095)
Principal paydowns (19,531,705)
(Amortization) / accretion (1,374,490)
Fair value adjustment 1,202,268
Ending balance 75,571,654
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance 273,023
Purchases 25,285
Sales and transfers (204,061)
Principal paydowns (4,933)
(Amortization) / accretion 652
Fair value adjustment (9,224)
Ending balance $ 80,742