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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Dec. 31, 2020	Dec. 31, 2019
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	$ 72,253,465	$ 113,123,301
Remaining premium	3,971,492	5,353,597
Remaining discount	(95,734)	(166,320)
Total	72,487,080	112,863,385
Unrealized gains	3,332,263	2,261,636
Unrealized losses	(166,947)	(291,441)
Estimated fair value	75,652,396	114,833,580
Agency Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	70,144,080	110,241,618
Remaining premium	3,948,694	5,307,771
Remaining discount	(26,569)	(50,294)
Total	70,921,106	111,012,250
Unrealized gains	3,294,122	2,167,941
Unrealized losses	(148,169)	(286,824)
Estimated fair value	74,067,059	112,893,367
Agency Securities | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	64,800,235	102,448,565
Remaining premium	3,325,020	4,345,053
Remaining discount	(22,143)	(46,614)
Total	68,103,112	106,747,004
Unrealized gains	3,200,542	2,071,583
Unrealized losses	(1,076)	(95,173)
Estimated fair value	71,302,578	108,723,414
Agency Securities | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	455,675	1,474,818
Remaining premium	2,869	72,245
Remaining discount	(3,369)	(1,400)
Total	455,175	1,545,663
Unrealized gains	22,341	10,184
Unrealized losses	0	(31,516)
Estimated fair value	477,516	1,524,331
Agency Securities | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	139,664	156,937
Remaining premium	2,177	2,534
Remaining discount	0	0
Total	141,841	159,471
Unrealized gains	7,926	545
Unrealized losses	0	0
Estimated fair value	149,767	160,016
Agency Securities | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	2,790,537	4,486,845
Remaining premium	564,297	862,905
Remaining discount	0	0
Total	564,297	862,905
Unrealized gains	3,513	2,787
Unrealized losses	(145,901)	(157,130)
Estimated fair value	421,909	708,562
Agency Securities | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,910,384	1,619,900
Remaining premium	50,148	19,981
Remaining discount	(1,057)	(2,280)
Total	1,604,913	1,637,601
Unrealized gains	59,548	82,292
Unrealized losses	(954)	(2,696)
Estimated fair value	1,663,507	1,717,197
Agency Securities | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	47,585	54,553
Remaining premium	4,183	5,053
Remaining discount	0	0
Total	51,768	59,606
Unrealized gains	252	550
Unrealized losses	(238)	(309)
Estimated fair value	51,782	59,847
Residential Credit Securities Mortgage Backed Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	2,019,527	2,617,718
Remaining premium	22,798	34,953
Remaining discount	(61,694)	(106,633)
Total	1,483,587	1,585,690
Unrealized gains	38,087	85,985
Unrealized losses	(17,079)	(4,485)
Estimated fair value	1,504,595	1,667,190
Residential Credit Securities Mortgage Backed Securities | Multifamily Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	354,600	0
Residential Credit Securities Mortgage Backed Securities | CRT
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	544,780	517,110
Remaining premium	7,324	15,850
Remaining discount	(2,430)	(2,085)
Total	538,941	515,950
Unrealized gains	3,062	16,605
Unrealized losses	(9,600)	(1,233)
Estimated fair value	532,403	531,322
Residential Credit Securities Mortgage Backed Securities | CRT Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	10,700	14,900
Residential Credit Securities Mortgage Backed Securities | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	93,001	160,957
Remaining premium	51	250
Remaining discount	(17,368)	(22,306)
Total	75,684	138,901
Unrealized gains	4,644	12,482
Unrealized losses	0	0
Estimated fair value	80,328	151,383
Residential Credit Securities Mortgage Backed Securities | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	177,852	277,076
Remaining premium	5,126	3,362
Remaining discount	(15,999)	(17,794)
Total	166,979	262,644
Unrealized gains	14,607	14,142
Unrealized losses	(77)	(529)
Estimated fair value	181,509	276,257
Residential Credit Securities Mortgage Backed Securities | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	194,687	391,234
Remaining premium	1,882	3,757
Remaining discount	0	0
Total	1,882	3,757
Unrealized gains	0	0
Unrealized losses	(642)	(590)
Estimated fair value	1,240	3,167
Residential Credit Securities Mortgage Backed Securities | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	197,779	370,263
Remaining premium	584	1,356
Remaining discount	(18,181)	(59,727)
Total	180,182	311,892
Unrealized gains	8,312	37,205
Unrealized losses	(61)	(118)
Estimated fair value	188,433	348,979
Residential Credit Securities Mortgage Backed Securities | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	475,108	164,180
Remaining premium	821	351
Remaining discount	(2,416)	(440)
Total	473,513	164,091
Unrealized gains	3,782	191
Unrealized losses	(1,448)	(14)
Estimated fair value	475,847	164,268
Residential Credit Securities Mortgage Backed Securities | Prime jumbo (>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	44,696	182,709
Remaining premium	207	1,026
Remaining discount	(5,300)	(4,281)
Total	39,603	179,454
Unrealized gains	3,680	5,360
Unrealized losses	0	(150)
Estimated fair value	43,283	184,664
Residential Credit Securities Mortgage Backed Securities | Prime jumbo (>=2010 vintage) Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	291,624	554,189
Remaining premium	6,803	9,001
Remaining discount	0	0
Total	6,803	9,001
Unrealized gains	0	0
Unrealized losses	(5,251)	(1,851)
Estimated fair value	1,552	7,150
Residential Investments
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	72,163,607	112,859,336
Remaining premium	3,971,492	5,342,724
Remaining discount	(88,263)	(156,927)
Total	72,404,693	112,597,940
Unrealized gains	3,332,209	2,253,926
Unrealized losses	(165,248)	(291,309)
Estimated fair value	75,571,654	114,560,557
Commercial Mortgage-Backed Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	89,858	263,965
Remaining premium	0	10,873
Remaining discount	(7,471)	(9,393)
Total	82,387	265,445
Unrealized gains	54	7,710
Unrealized losses	(1,699)	(132)
Estimated fair value	$ 80,742	$ 273,023

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