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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2022
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 $ 63,655,674
Purchases 39,804,163
Sales and transfers (21,163,009)
Principal paydowns (7,791,831)
(Amortization) / accretion (7,728)
Fair value adjustment (7,657,916)
Ending balance September 30, 2022 66,839,353
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 60,525,605
Purchases 37,900,732
Sales and transfers (20,616,137)
Principal paydowns (7,343,579)
(Amortization) / accretion (12,815)
Fair value adjustment (7,416,565)
Ending balance September 30, 2022 63,037,241
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 2,599,564
Purchases 1,655,685
Sales and transfers (377,648)
Principal paydowns (444,738)
(Amortization) / accretion 4,662
Fair value adjustment (223,913)
Ending balance September 30, 2022 3,213,612
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 530,505
Purchases 247,746
Sales and transfers (169,224)
Principal paydowns (3,514)
(Amortization) / accretion 425
Fair value adjustment (17,438)
Ending balance September 30, 2022 $ 588,500