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SECURITIES - Unrealized Loss Position (Details)
$ in Thousands
Sep. 30, 2023
USD ($)
security
Dec. 31, 2022
USD ($)
security
Unrealized Loss Position For:    
Estimated Fair Value [1] $ 69,860,730 $ 65,789,907 [2]
Gross Unrealized Losses (6,179,253) (4,963,091)
Agency Mortgage-Backed Securities    
Unrealized Loss Position For:    
Estimated Fair Value 17,667,161 34,321,645
Gross Unrealized Losses $ (2,698,328) $ (3,714,806)
Number of Securities | security 1,923 2,610
Agency Mortgage-Backed Securities | Less than 12 months    
Unrealized Loss Position For:    
Estimated Fair Value $ 63,715 $ 33,061,267
Gross Unrealized Losses $ (2,060) $ (3,448,120)
Number of Securities | security 50 2,481
Agency Mortgage-Backed Securities | 12 Months or more    
Unrealized Loss Position For:    
Estimated Fair Value $ 17,603,446 $ 1,260,378
Gross Unrealized Losses $ (2,696,268) $ (266,686)
Number of Securities | security 1,873 129
[1] (3)Excludes $1.3 billion and $1.0 billion at September 30, 2023 and December 31, 2022, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition. 
[2] (1)Derived from the audited consolidated financial statements at December 31, 2022.