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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2020
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance $ 114,833,580
Purchases 25,679,591
Sales and transfers (50,283,998)
Principal paydowns (14,359,102)
(Amortization) / accretion (1,135,109)
Fair value adjustment 1,364,023
Ending balance 76,098,985
Residential Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance 114,560,557
Purchases 25,679,591
Sales and transfers (50,079,936)
Principal paydowns (14,354,169)
(Amortization) / accretion (1,135,486)
Fair value adjustment 1,373,750
Ending balance 76,044,307
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance 273,023
Purchases 0
Sales and transfers (204,062)
Principal paydowns (4,933)
(Amortization) / accretion 377
Fair value adjustment (9,727)
Ending balance $ 54,678