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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	$ 68,367,873	$ 72,253,465
Remaining Premium	3,999,063	3,971,492
Remaining Discount	(84,402)	(95,734)
Amortized Cost	67,439,938	72,487,080
Unrealized Gains	2,019,802	3,332,263
Unrealized Losses	(427,405)	(166,947)
Estimated Fair Value	69,032,335	75,652,396
Total Residential Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	68,213,873	72,163,607
Remaining Premium	3,999,057	3,971,492
Remaining Discount	(84,295)	(88,263)
Amortized Cost	67,286,039	72,404,693
Unrealized Gains	2,019,535	3,332,209
Unrealized Losses	(427,404)	(165,248)
Estimated Fair Value	68,878,170	75,571,654
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	65,525,973	70,144,080
Remaining Premium	3,977,486	3,948,694
Remaining Discount	(25,020)	(26,569)
Amortized Cost	64,918,567	70,921,106
Unrealized Gains	1,969,188	3,294,122
Unrealized Losses	(419,236)	(148,169)
Estimated Fair Value	66,468,519	74,067,059
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	59,813,415	64,800,235
Remaining Premium	3,280,197	3,325,020
Remaining Discount	(20,729)	(22,143)
Amortized Cost	63,072,883	68,103,112
Unrealized Gains	1,905,748	3,200,542
Unrealized Losses	(259,706)	(1,076)
Estimated Fair Value	64,718,925	71,302,578
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	375,657	455,675
Remaining Premium	1,972	2,869
Remaining Discount	(3,286)	(3,369)
Amortized Cost	374,343	455,175
Unrealized Gains	20,677	22,341
Unrealized Losses	0	0
Estimated Fair Value	395,020	477,516
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	127,620	139,664
Remaining Premium	2,016	2,177
Remaining Discount	0	0
Amortized Cost	129,636	141,841
Unrealized Gains	6,720	7,926
Unrealized Losses	0	0
Estimated Fair Value	136,356	149,767
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	2,398,620	2,790,537
Remaining Premium	519,494	564,297
Remaining Discount	0	0
Amortized Cost	519,494	564,297
Unrealized Gains	781	3,513
Unrealized Losses	(157,583)	(145,901)
Estimated Fair Value	362,692	421,909
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	2,769,722	1,910,384
Remaining Premium	169,915	50,148
Remaining Discount	(1,005)	(1,057)
Amortized Cost	777,380	1,604,913
Unrealized Gains	35,262	59,548
Unrealized Losses	(1,260)	(954)
Estimated Fair Value	811,382	1,663,507
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	40,939	47,585
Remaining Premium	3,892	4,183
Remaining Discount	0	0
Amortized Cost	44,831	51,768
Unrealized Gains	0	252
Unrealized Losses	(687)	(238)
Estimated Fair Value	44,144	51,782
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	2,687,900	2,019,527
Remaining Premium	21,571	22,798
Remaining Discount	(59,275)	(61,694)
Amortized Cost	2,367,472	1,483,587
Unrealized Gains	50,347	38,087
Unrealized Losses	(8,168)	(17,079)
Estimated Fair Value	2,409,651	1,504,595
Residential credit | Multifamily Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	2,200,000	354,600
Residential credit | CRT
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	824,024	544,780
Remaining Premium	6,925	7,324
Remaining Discount	(1,868)	(2,430)
Amortized Cost	818,842	538,941
Unrealized Gains	10,215	3,062
Unrealized Losses	(1,729)	(9,600)
Estimated Fair Value	827,328	532,403
Residential credit | CRT interest-only security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	10,200	10,700
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	78,793	93,001
Remaining Premium	52	51
Remaining Discount	(17,019)	(17,368)
Amortized Cost	61,826	75,684
Unrealized Gains	4,031	4,644
Unrealized Losses	(6)	0
Estimated Fair Value	65,851	80,328
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	191,516	177,852
Remaining Premium	5,527	5,126
Remaining Discount	(15,517)	(15,999)
Amortized Cost	181,526	166,979
Unrealized Gains	12,914	14,607
Unrealized Losses	(367)	(77)
Estimated Fair Value	194,073	181,509
Residential credit | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	97,065	194,687
Remaining Premium	1,378	1,882
Remaining Discount	0	0
Amortized Cost	1,378	1,882
Unrealized Gains	0	0
Unrealized Losses	(854)	(642)
Estimated Fair Value	524	1,240
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	189,138	197,779
Remaining Premium	460	584
Remaining Discount	(17,102)	(18,181)
Amortized Cost	172,496	180,182
Unrealized Gains	10,120	8,312
Unrealized Losses	(20)	(61)
Estimated Fair Value	182,596	188,433
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,056,963	475,108
Remaining Premium	1,281	821
Remaining Discount	(2,482)	(2,416)
Amortized Cost	1,055,762	473,513
Unrealized Gains	8,887	3,782
Unrealized Losses	(565)	(1,448)
Estimated Fair Value	1,064,084	475,847
Residential credit | Prime jumbo (>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	74,981	44,696
Remaining Premium	530	207
Remaining Discount	(5,287)	(5,300)
Amortized Cost	70,224	39,603
Unrealized Gains	4,180	3,680
Unrealized Losses	(102)	0
Estimated Fair Value	74,302	43,283
Residential credit | Prime jumbo (>=2010 vintage) Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	175,420	291,624
Remaining Premium	5,418	6,803
Remaining Discount	0	0
Amortized Cost	5,418	6,803
Unrealized Gains	0	0
Unrealized Losses	(4,525)	(5,251)
Estimated Fair Value	893	1,552
Commercial Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	154,000	89,858
Remaining Premium	6	0
Remaining Discount	(107)	(7,471)
Amortized Cost	153,899	82,387
Unrealized Gains	267	54
Unrealized Losses	(1)	(1,699)
Estimated Fair Value	$ 154,165	$ 80,742

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