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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Jun. 30, 2020	Dec. 31, 2019
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	$ 74,833,896	$ 113,123,301
Remaining premium	3,772,474	5,353,597
Remaining discount	(100,461)	(166,320)
Amortized cost	74,400,423	112,863,385
Unrealized gains	3,608,593	2,261,636
Unrealized losses	(203,273)	(291,441)
Estimated fair value	77,805,743	114,833,580
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	72,954,123	110,241,618
Remaining premium	3,745,715	5,307,771
Remaining discount	(29,474)	(50,294)
Amortized cost	73,307,268	111,012,250
Unrealized gains	3,585,138	2,167,941
Unrealized losses	(130,606)	(286,824)
Estimated fair value	76,761,800	112,893,367
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	67,681,807	102,448,565
Remaining premium	3,078,694	4,345,053
Remaining discount	(25,303)	(46,614)
Amortized cost	70,735,198	106,747,004
Unrealized gains	3,479,647	2,071,583
Unrealized losses	(214)	(95,173)
Estimated fair value	74,214,631	108,723,414
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	560,942	1,474,818
Remaining premium	5,136	72,245
Remaining discount	(3,063)	(1,400)
Amortized cost	563,015	1,545,663
Unrealized gains	26,130	10,184
Unrealized losses	(5)	(31,516)
Estimated fair value	589,140	1,524,331
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	149,798	156,937
Remaining premium	2,334	2,534
Remaining discount	0	0
Amortized cost	152,132	159,471
Unrealized gains	10,542	545
Unrealized losses	0	0
Estimated fair value	162,674	160,016
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	3,363,096	4,486,845
Remaining premium	640,320	862,905
Remaining discount	0	0
Amortized cost	640,320	862,905
Unrealized gains	12,892	2,787
Unrealized losses	(130,278)	(157,130)
Estimated fair value	522,934	708,562
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,144,549	1,619,900
Remaining premium	14,609	19,981
Remaining discount	(1,108)	(2,280)
Amortized cost	1,158,050	1,637,601
Unrealized gains	55,226	82,292
Unrealized losses	(70)	(2,696)
Estimated fair value	1,213,206	1,717,197
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	53,931	54,553
Remaining premium	4,622	5,053
Remaining discount	0	0
Amortized cost	58,553	59,606
Unrealized gains	701	550
Unrealized losses	(39)	(309)
Estimated fair value	59,215	59,847
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,805,315	2,617,718
Remaining premium	26,693	34,953
Remaining discount	(63,295)	(106,633)
Amortized cost	1,026,323	1,585,690
Unrealized gains	23,455	85,985
Unrealized losses	(67,037)	(4,485)
Estimated fair value	982,741	1,667,190
Residential credit | CRT
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	423,284	517,110
Remaining premium	10,439	15,850
Remaining discount	(1,144)	(2,085)
Amortized cost	419,428	515,950
Unrealized gains	112	16,605
Unrealized losses	(56,639)	(1,233)
Estimated fair value	362,901	531,322
Residential credit | CRT interest-only security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	13,200	14,900
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	106,758	160,957
Remaining premium	52	250
Remaining discount	(20,570)	(22,306)
Amortized cost	86,240	138,901
Unrealized gains	5,093	12,482
Unrealized losses	(681)	0
Estimated fair value	90,652	151,383
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	179,368	277,076
Remaining premium	4,320	3,362
Remaining discount	(14,649)	(17,794)
Amortized cost	169,039	262,644
Unrealized gains	9,544	14,142
Unrealized losses	(1,538)	(529)
Estimated fair value	177,045	276,257
Residential credit | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	280,259	391,234
Remaining premium	2,906	3,757
Remaining discount	0	0
Amortized cost	2,906	3,757
Unrealized gains	0	0
Unrealized losses	(974)	(590)
Estimated fair value	1,932	3,167
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	135,160	370,263
Remaining premium	0	1,356
Remaining discount	(20,853)	(59,727)
Amortized cost	114,307	311,892
Unrealized gains	6,396	37,205
Unrealized losses	(16)	(118)
Estimated fair value	120,687	348,979
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	191,529	164,180
Remaining premium	791	351
Remaining discount	(1,423)	(440)
Amortized cost	190,897	164,091
Unrealized gains	1,644	191
Unrealized losses	(2,026)	(14)
Estimated fair value	190,515	164,268
Residential credit | Prime jumbo (2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	39,977	182,709
Remaining premium	0	1,026
Remaining discount	(4,656)	(4,281)
Amortized cost	35,321	179,454
Unrealized gains	666	5,360
Unrealized losses	(400)	(150)
Estimated fair value	35,587	184,664
Residential credit | Prime jumbo (2010 vintage) Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	448,980	554,189
Remaining premium	8,185	9,001
Remaining discount	0	0
Amortized cost	8,185	9,001
Unrealized gains	0	0
Unrealized losses	(4,763)	(1,851)
Estimated fair value	3,422	7,150
Total Residential Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	74,759,438	112,859,336
Remaining premium	3,772,408	5,342,724
Remaining discount	(92,769)	(156,927)
Amortized cost	74,333,591	112,597,940
Unrealized gains	3,608,593	2,253,926
Unrealized losses	(197,643)	(291,309)
Estimated fair value	77,744,541	114,560,557
Commercial Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	74,458	263,965
Remaining premium	66	10,873
Remaining discount	(7,692)	(9,393)
Amortized cost	66,832	265,445
Unrealized gains	0	7,710
Unrealized losses	(5,630)	(132)
Estimated fair value	$ 61,202	$ 273,023

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