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SECURITIES - Unrealized Loss Position (Details)
$ in Thousands
Mar. 31, 2023
USD ($)
security
Dec. 31, 2022
USD ($)
security
Unrealized Loss Position For:    
Estimated Fair Value $ 69,238,185 $ 65,789,907
Gross Unrealized Losses (3,462,620) (4,963,091)
Agency Mortgage-Backed Securities    
Unrealized Loss Position For:    
Estimated Fair Value 30,658,507 34,321,645
Gross Unrealized Losses $ (2,557,998) $ (3,714,806)
Number of Securities | security 2,480 2,610
Agency Mortgage-Backed Securities | Less than 12 months    
Unrealized Loss Position For:    
Estimated Fair Value $ 12,762,176 $ 33,061,267
Gross Unrealized Losses $ (662,612) $ (3,448,120)
Number of Securities | security 1,057 2,481
Agency Mortgage-Backed Securities | 12 Months or more    
Unrealized Loss Position For:    
Estimated Fair Value $ 17,896,331 $ 1,260,378
Gross Unrealized Losses $ (1,895,386) $ (266,686)
Number of Securities | security 1,423 129