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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2023
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 $ 65,789,907
Purchases 8,470,557
Sales (5,261,535)
Principal paydowns (1,348,975)
(Amortization) / accretion (56,209)
Fair value adjustment 1,644,440
Ending balance March 31, 2023 69,238,185
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 62,274,895
Purchases 8,073,778
Sales (4,984,037)
Principal paydowns (1,261,026)
(Amortization) / accretion (62,270)
Fair value adjustment 1,582,194
Ending balance March 31, 2023 65,623,534
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 2,988,703
Purchases 372,839
Sales (225,907)
Principal paydowns (87,915)
(Amortization) / accretion 5,736
Fair value adjustment 60,584
Ending balance March 31, 2023 3,114,040
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 526,309
Purchases 23,940
Sales (51,591)
Principal paydowns (34)
(Amortization) / accretion 325
Fair value adjustment 1,662
Ending balance March 31, 2023 $ 500,611