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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2022
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 $ 63,655,674
Purchases 16,087,634
Sales and transfers (9,563,655)
Principal paydowns (5,711,774)
(Amortization) / accretion 31,235
Fair value adjustment (5,456,380)
Ending balance June 30, 2022 59,042,734
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 60,525,605
Purchases 14,731,945
Sales and transfers (9,042,404)
Principal paydowns (5,385,047)
(Amortization) / accretion 28,799
Fair value adjustment (5,265,562)
Ending balance June 30, 2022 55,593,336
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 2,599,564
Purchases 1,243,293
Sales and transfers (352,027)
Principal paydowns (323,281)
(Amortization) / accretion 2,358
Fair value adjustment (177,535)
Ending balance June 30, 2022 2,992,372
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 530,505
Purchases 112,396
Sales and transfers (169,224)
Principal paydowns (3,446)
(Amortization) / accretion 78
Fair value adjustment (13,283)
Ending balance June 30, 2022 $ 457,026