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LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income $ 277,997 $ 362,534 $ 1,334,065 $ 1,372,798
Total included in net income (loss) (275,264) 519,244 2,613,687 1,974,415
Residential Mortgage Loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income 109,973 45,799 275,083 121,871
Net gains (losses) on disposal of investments 1,103 (7,154) (11,555) (34,095)
Net unrealized gains (losses) on instruments measured at fair value through earnings (541,771) 12,525 (1,281,501) 49,436
Total included in net income (loss) $ (430,695) $ 51,170 $ (1,017,973) $ 137,212