SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands	9 Months Ended
Sep. 30, 2021 USD ($)
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	$ 75,652,396
Purchases	18,000,493
Sales and transfers	(11,142,414)
Principal paydowns	(14,639,013)
(Amortization) / accretion	(541,013)
Fair value adjustment	(1,708,097)
Ending balance September 30, 2021	65,622,352
Agency Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	74,067,059
Purchases	16,066,339
Sales and transfers	(10,961,428)
Principal paydowns	(14,083,553)
(Amortization) / accretion	(542,125)
Fair value adjustment	(1,728,213)
Ending balance September 30, 2021	62,818,079
Residential Credit Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	1,504,595
Purchases	1,669,148
Sales and transfers	(102,216)
Principal paydowns	(555,460)
(Amortization) / accretion	820
Fair value adjustment	18,280
Ending balance September 30, 2021	2,535,167
Commercial Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2021	80,742
Purchases	265,006
Sales and transfers	(78,770)
Principal paydowns	0
(Amortization) / accretion	292
Fair value adjustment	1,836
Ending balance September 30, 2021	$ 269,106

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