SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2021 USD ($)
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	$ 75,652,396
Purchases	5,607,648
Sales and transfers	(3,104,320)
Principal paydowns	(4,986,747)
(Amortization) / accretion	12,290
Fair value adjustment	(1,331,830)
Ending balance March 31, 2021	71,849,437
Residential Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	75,571,654
Purchases	5,607,648
Sales and transfers	(3,025,550)
Principal paydowns	(4,986,747)
(Amortization) / accretion	12,006
Fair value adjustment	(1,333,695)
Ending balance March 31, 2021	71,845,316
Commercial Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	80,742
Purchases	0
Sales and transfers	(78,770)
Principal paydowns	0
(Amortization) / accretion	284
Fair value adjustment	1,865
Ending balance March 31, 2021	$ 4,121