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LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income $ 475,140 $ 322,859 $ 1,056,068 $ 1,010,264
Total included in net income (loss) 866,696 (295,642) 2,888,951 1,455,171
Residential Mortgage Loans        
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]        
Interest income 91,645 38,963 165,110 76,072
Net gains (losses) on disposal of investments (5,321) (21,721) (12,658) (26,941)
Net unrealized gains (losses) on instruments measured at fair value through earnings (324,481) 14,456 (739,729) 36,911
Total included in net income (loss) $ (238,157) $ 31,698 $ (587,277) $ 86,042