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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Dec. 31, 2022	Dec. 31, 2021
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	$ 86,183,782	$ 65,793,672
Remaining Premium	2,943,297	3,771,429
Remaining Discount	(1,110,917)	(77,850)
Amortized Cost	70,669,855	62,903,483
Unrealized Gains	83,143	1,425,965
Unrealized Losses	(4,963,091)	(673,774)
Estimated Fair Value	65,789,907	63,655,674
Total residential securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	85,637,283	65,260,601
Remaining Premium	2,943,297	3,771,429
Remaining Discount	(1,108,512)	(77,723)
Amortized Cost	70,125,761	62,370,539
Unrealized Gains	83,143	1,425,800
Unrealized Losses	(4,945,306)	(671,170)
Estimated Fair Value	65,263,598	63,125,169
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	75,220,242	62,472,356
Remaining Premium	2,878,118	3,745,824
Remaining Discount	(1,004,331)	(20,438)
Amortized Cost	66,908,288	59,794,582
Unrealized Gains	71,939	1,386,383
Unrealized Losses	(4,705,332)	(655,360)
Estimated Fair Value	62,274,895	60,525,605
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	63,232,479	54,432,252
Remaining Premium	2,105,813	3,008,185
Remaining Discount	(1,003,225)	(18,314)
Amortized Cost	64,335,067	57,422,123
Unrealized Gains	62,060	1,349,125
Unrealized Losses	(4,367,369)	(474,643)
Estimated Fair Value	60,029,758	58,296,605
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	232,028	305,211
Remaining Premium	17,065	1,965
Remaining Discount	(85)	(2,124)
Amortized Cost	249,008	305,052
Unrealized Gains	2,138	16,223
Unrealized Losses	(16,759)	(2)
Estimated Fair Value	234,387	321,273
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	101,543	114,533
Remaining Premium	1,781	1,888
Remaining Discount	0	0
Amortized Cost	103,324	116,421
Unrealized Gains	0	5,277
Unrealized Losses	(13,714)	0
Estimated Fair Value	89,610	121,698
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,824,339	1,912,415
Remaining Premium	438,295	456,683
Remaining Discount	0	0
Amortized Cost	438,295	456,683
Unrealized Gains	153	428
Unrealized Losses	(220,371)	(163,197)
Estimated Fair Value	218,077	293,914
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	9,801,375	5,671,138
Remaining Premium	311,785	273,553
Remaining Discount	(1,021)	0
Amortized Cost	1,750,737	1,453,946
Unrealized Gains	7,588	15,330
Unrealized Losses	(84,160)	(16,563)
Estimated Fair Value	1,674,165	1,452,713
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	28,478	36,807
Remaining Premium	3,379	3,550
Remaining Discount	0	0
Amortized Cost	31,857	40,357
Unrealized Gains	0	0
Unrealized Losses	(2,959)	(955)
Estimated Fair Value	28,898	39,402
Agency | Multifamily Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	8,400,000	4,500,000
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	10,417,041	2,788,245
Remaining Premium	65,179	25,605
Remaining Discount	(104,181)	(57,285)
Amortized Cost	3,217,473	2,575,957
Unrealized Gains	11,204	39,417
Unrealized Losses	(239,974)	(15,810)
Estimated Fair Value	2,988,703	2,599,564
Residential credit | Credit risk transfer
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,013,368	924,101
Remaining Premium	6,790	8,754
Remaining Discount	(4,828)	(1,176)
Amortized Cost	1,015,330	927,555
Unrealized Gains	6,629	9,641
Unrealized Losses	(24,402)	(968)
Estimated Fair Value	997,557	936,228
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	111,009	83,213
Remaining Premium	9	31
Remaining Discount	(5,048)	(17,133)
Amortized Cost	105,970	66,111
Unrealized Gains	0	3,627
Unrealized Losses	(14,754)	(251)
Estimated Fair Value	91,216	69,487
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,946,186	323,062
Remaining Premium	19,496	9,841
Remaining Discount	(17,375)	(14,757)
Amortized Cost	240,694	268,117
Unrealized Gains	1,528	10,853
Unrealized Losses	(44,352)	(3,529)
Estimated Fair Value	197,870	275,441
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	202,304	170,671
Remaining Premium	0	349
Remaining Discount	(32,188)	(16,111)
Amortized Cost	170,116	154,909
Unrealized Gains	1,275	8,285
Unrealized Losses	(15,078)	(118)
Estimated Fair Value	156,313	163,076
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,426,616	987,415
Remaining Premium	1,624	950
Remaining Discount	(15,500)	(1,698)
Amortized Cost	1,412,740	986,667
Unrealized Gains	87	2,739
Unrealized Losses	(95,673)	(5,968)
Estimated Fair Value	1,317,154	983,438
Residential credit | Prime jumbo(>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	5,717,558	299,783
Remaining Premium	37,260	5,680
Remaining Discount	(29,242)	(6,410)
Amortized Cost	272,623	172,598
Unrealized Gains	1,685	4,272
Unrealized Losses	(45,715)	(4,976)
Estimated Fair Value	228,593	171,894
Residential credit | CRT Interest-only security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	0	4,100
Residential credit | Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	1,700,000	50,000
Residential credit | Prime jumbo interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	5,500,000	126,500
Commercial securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional	546,499	533,071
Remaining Premium	0	0
Remaining Discount	(2,405)	(127)
Amortized Cost	544,094	532,944
Unrealized Gains	0	165
Unrealized Losses	(17,785)	(2,604)
Estimated Fair Value	$ 526,309	$ 530,505

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