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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2022
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 $ 63,655,674
Purchases 6,533,134
Sales and transfers (2,930,436)
Principal paydowns (3,043,386)
(Amortization) / accretion 25,550
Fair value adjustment (3,512,899)
Ending balance March 31, 2022 60,727,637
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 60,525,605
Purchases 6,160,670
Sales and transfers (2,583,651)
Principal paydowns (2,910,094)
(Amortization) / accretion 24,656
Fair value adjustment (3,430,045)
Ending balance March 31, 2022 57,787,141
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 2,599,564
Purchases 372,464
Sales and transfers (177,561)
Principal paydowns (132,519)
(Amortization) / accretion 890
Fair value adjustment (79,696)
Ending balance March 31, 2022 2,583,142
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2022 530,505
Purchases 0
Sales and transfers (169,224)
Principal paydowns (773)
(Amortization) / accretion 4
Fair value adjustment (3,158)
Ending balance March 31, 2022 $ 357,354