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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	$ 72,765,742	$ 113,123,301
Remaining premium	3,794,605	5,353,597
Remaining discount	(99,770)	(166,320)
Total	72,763,833	112,863,385
Unrealized gains	3,548,903	2,261,636
Unrealized losses	(213,751)	(291,441)
Estimated fair value	76,098,985	114,833,580
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	70,889,449	110,241,618
Remaining premium	3,770,860	5,307,771
Remaining discount	(28,200)	(50,294)
Total	71,550,585	111,012,250
Unrealized gains	3,517,107	2,167,941
Unrealized losses	(152,525)	(286,824)
Estimated fair value	74,915,167	112,893,367
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	65,676,115	102,448,565
Remaining premium	3,142,668	4,345,053
Remaining discount	(23,694)	(46,614)
Total	68,795,089	106,747,004
Unrealized gains	3,416,366	2,071,583
Unrealized losses	(885)	(95,173)
Estimated fair value	72,210,570	108,723,414
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	502,382	1,474,818
Remaining premium	3,436	72,245
Remaining discount	(3,423)	(1,400)
Total	502,395	1,545,663
Unrealized gains	24,872	10,184
Unrealized losses	0	(31,516)
Estimated fair value	527,267	1,524,331
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	144,899	156,937
Remaining premium	2,253	2,534
Remaining discount	0	0
Total	147,152	159,471
Unrealized gains	5,361	545
Unrealized losses	0	0
Estimated fair value	152,513	160,016
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	3,081,524	4,486,845
Remaining premium	600,917	862,905
Remaining discount	0	0
Total	600,917	862,905
Unrealized gains	7,705	2,787
Unrealized losses	(143,246)	(157,130)
Estimated fair value	465,376	708,562
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,433,340	1,619,900
Remaining premium	17,207	19,981
Remaining discount	(1,083)	(2,280)
Total	1,449,464	1,637,601
Unrealized gains	62,240	82,292
Unrealized losses	(8,291)	(2,696)
Estimated fair value	1,503,413	1,717,197
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	51,189	54,553
Remaining premium	4,379	5,053
Remaining discount	0	0
Total	55,568	59,606
Unrealized gains	563	550
Unrealized losses	(103)	(309)
Estimated fair value	56,028	59,847
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,811,835	2,617,718
Remaining premium	23,745	34,953
Remaining discount	(63,939)	(106,633)
Total	1,156,421	1,585,690
Unrealized gains	31,796	85,985
Unrealized losses	(59,077)	(4,485)
Estimated fair value	1,129,140	1,667,190
Residential credit | CRT
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	463,482	517,110
Remaining premium	8,280	15,850
Remaining discount	(1,556)	(2,085)
Total	459,233	515,950
Unrealized gains	1,007	16,605
Unrealized losses	(48,702)	(1,233)
Estimated fair value	411,538	531,322
Residential credit | CRT interest-only security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	11,000	14,900
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	104,381	160,957
Remaining premium	51	250
Remaining discount	(20,322)	(22,306)
Total	84,110	138,901
Unrealized gains	6,845	12,482
Unrealized losses	(1)	0
Estimated fair value	90,954	151,383
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	184,166	277,076
Remaining premium	4,877	3,362
Remaining discount	(14,520)	(17,794)
Total	174,523	262,644
Unrealized gains	12,121	14,142
Unrealized losses	(466)	(529)
Estimated fair value	186,178	276,257
Residential credit | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	237,377	391,234
Remaining premium	2,355	3,757
Remaining discount	0	0
Total	2,355	3,757
Unrealized gains	0	0
Unrealized losses	(1,164)	(590)
Estimated fair value	1,191	3,167
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	131,194	370,263
Remaining premium	0	1,356
Remaining discount	(19,750)	(59,727)
Total	111,444	311,892
Unrealized gains	8,107	37,205
Unrealized losses	(4)	(118)
Estimated fair value	119,547	348,979
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	284,699	164,180
Remaining premium	697	351
Remaining discount	(2,684)	(440)
Total	282,712	164,091
Unrealized gains	1,950	191
Unrealized losses	(2,793)	(14)
Estimated fair value	281,869	164,268
Residential credit | Prime jumbo (>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	39,666	182,709
Remaining premium	0	1,026
Remaining discount	(5,107)	(4,281)
Total	34,559	179,454
Unrealized gains	1,766	5,360
Unrealized losses	(121)	(150)
Estimated fair value	36,204	184,664
Residential credit | Prime jumbo (>=2010 vintage) Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	366,870	554,189
Remaining premium	7,485	9,001
Remaining discount	0	0
Total	7,485	9,001
Unrealized gains	0	0
Unrealized losses	(5,826)	(1,851)
Estimated fair value	1,659	7,150
Total Residential Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	72,701,284	112,859,336
Remaining premium	3,794,605	5,342,724
Remaining discount	(92,139)	(156,927)
Total	72,707,006	112,597,940
Unrealized gains	3,548,903	2,253,926
Unrealized losses	(211,602)	(291,309)
Estimated fair value	76,044,307	114,560,557
Commercial Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	64,458	263,965
Remaining premium	0	10,873
Remaining discount	(7,631)	(9,393)
Total	56,827	265,445
Unrealized gains	0	7,710
Unrealized losses	(2,149)	(132)
Estimated fair value	$ 54,678	$ 273,023

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