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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	$ 65,793,672	$ 72,253,465
Remaining Premium	3,771,429	3,971,492
Remaining Discount	(77,850)	(95,734)
Amortized Cost	62,903,483	72,487,080
Unrealized Gains	1,425,965	3,332,263
Unrealized Losses	(673,774)	(166,947)
Estimated Fair Value	63,655,674	75,652,396
Total Residential Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	65,260,601	72,163,607
Remaining Premium	3,771,429	3,971,492
Remaining Discount	(77,723)	(88,263)
Amortized Cost	62,370,539	72,404,693
Unrealized Gains	1,425,800	3,332,209
Unrealized Losses	(671,170)	(165,248)
Estimated Fair Value	63,125,169	75,571,654
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	62,472,356	70,144,080
Remaining Premium	3,745,824	3,948,694
Remaining Discount	(20,438)	(26,569)
Amortized Cost	59,794,582	70,921,106
Unrealized Gains	1,386,383	3,294,122
Unrealized Losses	(655,360)	(148,169)
Estimated Fair Value	60,525,605	74,067,059
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	54,432,252	64,800,235
Remaining Premium	3,008,185	3,325,020
Remaining Discount	(18,314)	(22,143)
Amortized Cost	57,422,123	68,103,112
Unrealized Gains	1,349,125	3,200,542
Unrealized Losses	(474,643)	(1,076)
Estimated Fair Value	58,296,605	71,302,578
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	305,211	455,675
Remaining Premium	1,965	2,869
Remaining Discount	(2,124)	(3,369)
Amortized Cost	305,052	455,175
Unrealized Gains	16,223	22,341
Unrealized Losses	(2)	0
Estimated Fair Value	321,273	477,516
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	114,533	139,664
Remaining Premium	1,888	2,177
Remaining Discount	0	0
Amortized Cost	116,421	141,841
Unrealized Gains	5,277	7,926
Unrealized Losses	0	0
Estimated Fair Value	121,698	149,767
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,912,415	2,790,537
Remaining Premium	456,683	564,297
Remaining Discount	0	0
Amortized Cost	456,683	564,297
Unrealized Gains	428	3,513
Unrealized Losses	(163,197)	(145,901)
Estimated Fair Value	293,914	421,909
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	5,671,138	1,910,384
Remaining Premium	273,553	50,148
Remaining Discount	0	(1,057)
Amortized Cost	1,453,946	1,604,913
Unrealized Gains	15,330	59,548
Unrealized Losses	(16,563)	(954)
Estimated Fair Value	1,452,713	1,663,507
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	36,807	47,585
Remaining Premium	3,550	4,183
Remaining Discount	0	0
Amortized Cost	40,357	51,768
Unrealized Gains	0	252
Unrealized Losses	(955)	(238)
Estimated Fair Value	39,402	51,782
Agency | Multifamily Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	4,500,000	354,600
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	2,788,245	2,019,527
Remaining Premium	25,605	22,798
Remaining Discount	(57,285)	(61,694)
Amortized Cost	2,575,957	1,483,587
Unrealized Gains	39,417	38,087
Unrealized Losses	(15,810)	(17,079)
Estimated Fair Value	2,599,564	1,504,595
Residential credit | Credit risk transfer
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	924,101	544,780
Remaining Premium	8,754	7,324
Remaining Discount	(1,176)	(2,430)
Amortized Cost	927,555	538,941
Unrealized Gains	9,641	3,062
Unrealized Losses	(968)	(9,600)
Estimated Fair Value	936,228	532,403
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	83,213	93,001
Remaining Premium	31	51
Remaining Discount	(17,133)	(17,368)
Amortized Cost	66,111	75,684
Unrealized Gains	3,627	4,644
Unrealized Losses	(251)	0
Estimated Fair Value	69,487	80,328
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	323,062	372,539
Remaining Premium	9,841	7,008
Remaining Discount	(14,757)	(15,999)
Amortized Cost	268,117	168,861
Unrealized Gains	10,853	14,607
Unrealized Losses	(3,529)	(719)
Estimated Fair Value	275,441	182,749
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	170,671	197,779
Remaining Premium	349	584
Remaining Discount	(16,111)	(18,181)
Amortized Cost	154,909	180,182
Unrealized Gains	8,285	8,312
Unrealized Losses	(118)	(61)
Estimated Fair Value	163,076	188,433
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	987,415	475,108
Remaining Premium	950	821
Remaining Discount	(1,698)	(2,416)
Amortized Cost	986,667	473,513
Unrealized Gains	2,739	3,782
Unrealized Losses	(5,968)	(1,448)
Estimated Fair Value	983,438	475,847
Residential credit | Prime jumbo(>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	299,783	336,320
Remaining Premium	5,680	7,010
Remaining Discount	(6,410)	(5,300)
Amortized Cost	172,598	46,406
Unrealized Gains	4,272	3,680
Unrealized Losses	(4,976)	(5,251)
Estimated Fair Value	171,894	44,835
Residential credit | CRT Interest-only security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	4,100	10,700
Residential credit | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	50,000	194,700
Residential credit | Prime jumbo interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	126,500	291,600
Commercial Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	533,071	89,858
Remaining Premium	0	0
Remaining Discount	(127)	(7,471)
Amortized Cost	532,944	82,387
Unrealized Gains	165	54
Unrealized Losses	(2,604)	(1,699)
Estimated Fair Value	$ 530,505	$ 80,742

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