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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2021
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 $ 75,652,396
Purchases 21,551,356
Sales and transfers (11,631,908)
Principal paydowns (18,741,496)
(Amortization) / accretion (760,062)
Fair value adjustment (2,414,612)
Ending balance December 31, 2021 63,655,674
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 74,067,059
Purchases 18,887,983
Sales and transfers (11,392,003)
Principal paydowns (17,860,666)
(Amortization) / accretion (761,838)
Fair value adjustment (2,414,930)
Ending balance December 31, 2021 60,525,605
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 1,504,595
Purchases 2,129,147
Sales and transfers (156,130)
Principal paydowns (880,649)
(Amortization) / accretion 1,478
Fair value adjustment 1,123
Ending balance December 31, 2021 2,599,564
Commercial mortgage-backed securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2021 80,742
Purchases 534,226
Sales and transfers (83,775)
Principal paydowns (181)
(Amortization) / accretion 298
Fair value adjustment (805)
Ending balance December 31, 2021 $ 530,505