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SECURITIES - Summary of Residential Securities and CMBS (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2023
USD ($)
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 $ 65,789,907
Purchases 21,234,811
Sales (13,816,489)
Principal paydowns (3,012,500)
(Amortization) / accretion (89,009)
Fair value adjustment 1,095,741
Ending balance June 30, 2023 71,202,461
Agency Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 62,274,895
Purchases 20,646,908
Sales (13,221,595)
Principal paydowns (2,834,559)
(Amortization) / accretion (100,881)
Fair value adjustment 999,496
Ending balance June 30, 2023 67,764,264
Residential Credit Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 2,988,703
Purchases 563,963
Sales (405,028)
Principal paydowns (173,160)
(Amortization) / accretion 11,242
Fair value adjustment 86,787
Ending balance June 30, 2023 3,072,507
Commercial Securities  
Debt Securities, Available-For-Sale [Roll Forward]  
Beginning balance January 1, 2023 526,309
Purchases 23,940
Sales (189,866)
Principal paydowns (4,781)
(Amortization) / accretion 630
Fair value adjustment 9,458
Ending balance June 30, 2023 $ 365,690