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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2022
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 $ 63,655,674
Purchases 46,462,100
Sales and transfers (29,182,033)
Principal paydowns (9,467,555)
(Amortization) / accretion (45,650)
Fair value adjustment (5,632,629)
Ending balance December 31, 2022 65,789,907
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 60,525,605
Purchases 44,470,550
Sales and transfers (28,360,527)
Principal paydowns (8,942,437)
(Amortization) / accretion (53,880)
Fair value adjustment (5,364,416)
Ending balance December 31, 2022 62,274,895
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 2,599,564
Purchases 1,728,916
Sales and transfers (573,571)
Principal paydowns (520,743)
(Amortization) / accretion 7,403
Fair value adjustment (252,866)
Ending balance December 31, 2022 2,988,703
Commercial mortgage-backed securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 530,505
Purchases 262,634
Sales and transfers (247,935)
Principal paydowns (4,375)
(Amortization) / accretion 827
Fair value adjustment (15,347)
Ending balance December 31, 2022 $ 526,309