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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	$ 68,117,281	$ 65,793,672
Remaining Premium	3,805,202	3,771,429
Remaining Discount	(151,292)	(77,850)
Amortized Cost	63,487,914	62,903,483
Unrealized Gains	174,247	1,425,965
Unrealized Losses	(2,934,524)	(673,774)
Estimated Fair Value	60,727,637	63,655,674
Total Residential Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	67,754,235	65,260,601
Remaining Premium	3,805,202	3,771,429
Remaining Discount	(151,196)	(77,723)
Amortized Cost	63,124,964	62,370,539
Unrealized Gains	174,247	1,425,800
Unrealized Losses	(2,928,928)	(671,170)
Estimated Fair Value	60,370,283	63,125,169
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	63,877,639	62,472,356
Remaining Premium	3,773,547	3,745,824
Remaining Discount	(85,885)	(20,438)
Amortized Cost	60,486,163	59,794,582
Unrealized Gains	153,197	1,386,383
Unrealized Losses	(2,852,219)	(655,360)
Estimated Fair Value	57,787,141	60,525,605
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	54,859,660	54,432,252
Remaining Premium	3,047,099	3,008,185
Remaining Discount	(79,126)	(18,314)
Amortized Cost	57,827,633	57,422,123
Unrealized Gains	136,232	1,349,125
Unrealized Losses	(2,585,619)	(474,643)
Estimated Fair Value	55,378,246	58,296,605
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	284,000	305,211
Remaining Premium	5,581	1,965
Remaining Discount	(660)	(2,124)
Amortized Cost	288,921	305,052
Unrealized Gains	8,490	16,223
Unrealized Losses	(1,639)	(2)
Estimated Fair Value	295,772	321,273
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	110,247	114,533
Remaining Premium	1,827	1,888
Remaining Discount	0	0
Amortized Cost	112,074	116,421
Unrealized Gains	103	5,277
Unrealized Losses	(1,898)	0
Estimated Fair Value	110,279	121,698
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,784,533	1,912,415
Remaining Premium	435,220	456,683
Remaining Discount	0	0
Amortized Cost	435,220	456,683
Unrealized Gains	149	428
Unrealized Losses	(192,355)	(163,197)
Estimated Fair Value	243,014	293,914
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	6,805,912	5,671,138
Remaining Premium	280,406	273,553
Remaining Discount	(6,099)	0
Amortized Cost	1,785,614	1,453,946
Unrealized Gains	8,223	15,330
Unrealized Losses	(68,736)	(16,563)
Estimated Fair Value	1,725,101	1,452,713
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	33,287	36,807
Remaining Premium	3,414	3,550
Remaining Discount	0	0
Amortized Cost	36,701	40,357
Unrealized Gains	0	0
Unrealized Losses	(1,972)	(955)
Estimated Fair Value	34,729	39,402
Agency | Multifamily Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	5,300,000	4,500,000
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	3,876,596	2,788,245
Remaining Premium	31,655	25,605
Remaining Discount	(65,311)	(57,285)
Amortized Cost	2,638,801	2,575,957
Unrealized Gains	21,050	39,417
Unrealized Losses	(76,709)	(15,810)
Estimated Fair Value	2,583,142	2,599,564
Residential credit | Credit risk transfer
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	848,990	924,101
Remaining Premium	7,899	8,754
Remaining Discount	(570)	(1,176)
Amortized Cost	854,879	927,555
Unrealized Gains	3,304	9,641
Unrealized Losses	(12,374)	(968)
Estimated Fair Value	845,809	936,228
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	81,711	83,213
Remaining Premium	33	31
Remaining Discount	(16,943)	(17,133)
Amortized Cost	64,801	66,111
Unrealized Gains	2,121	3,627
Unrealized Losses	(2,344)	(251)
Estimated Fair Value	64,578	69,487
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	299,044	323,062
Remaining Premium	9,405	9,841
Remaining Discount	(14,304)	(14,757)
Amortized Cost	263,750	268,117
Unrealized Gains	6,396	10,853
Unrealized Losses	(20,334)	(3,529)
Estimated Fair Value	249,812	275,441
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	158,423	170,671
Remaining Premium	298	349
Remaining Discount	(15,359)	(16,111)
Amortized Cost	143,362	154,909
Unrealized Gains	5,642	8,285
Unrealized Losses	(4,479)	(118)
Estimated Fair Value	144,525	163,076
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,097,310	987,415
Remaining Premium	877	950
Remaining Discount	(3,357)	(1,698)
Amortized Cost	1,094,830	986,667
Unrealized Gains	736	2,739
Unrealized Losses	(20,558)	(5,968)
Estimated Fair Value	1,075,008	983,438
Residential credit | Prime jumbo (>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,391,118	299,783
Remaining Premium	13,143	5,680
Remaining Discount	(14,778)	(6,410)
Amortized Cost	217,179	172,598
Unrealized Gains	2,851	4,272
Unrealized Losses	(16,620)	(4,976)
Estimated Fair Value	203,410	171,894
Residential credit | CRT interest-only security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,400	4,100
Residential credit | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	30,400	50,000
Residential credit | Prime Jumbo interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,200,000	126,500
Commercial Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	363,046	533,071
Remaining Premium	0	0
Remaining Discount	(96)	(127)
Amortized Cost	362,950	532,944
Unrealized Gains	0	165
Unrealized Losses	(5,596)	(2,604)
Estimated Fair Value	$ 357,354	$ 530,505

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