SECURITIES - Portfolio (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	$ 113,123,301	$ 96,602,237
Remaining premium	5,353,597
Remaining premium		5,311,495
Remaining discount	(166,320)
Remaining discount		(192,979)
Amortized cost	112,863,385	94,853,660
Unrealized gains	2,261,636	379,619
Unrealized losses	(291,441)	(2,609,491)
Estimated fair value	114,833,580	92,623,788
Agency Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	110,241,618	93,835,696
Remaining premium	5,307,771
Remaining premium		5,255,201
Remaining discount	(50,294)
Remaining discount		(43,656)
Amortized cost	111,012,250	93,040,233
Unrealized gains	2,167,941	305,893
Unrealized losses	(286,824)	(2,593,131)
Estimated fair value	112,893,367	90,752,995
Agency Securities \| Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	102,448,565	81,144,650
Remaining premium	4,345,053
Remaining premium		3,810,808
Remaining discount	(46,614)
Remaining discount		(36,987)
Amortized cost	106,747,004	84,918,471
Unrealized gains	2,071,583	264,443
Unrealized losses	(95,173)	(2,130,362)
Estimated fair value	108,723,414	83,052,552
Agency Securities \| Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,474,818	4,835,983
Remaining premium	72,245
Remaining premium		247,981
Remaining discount	(1,400)
Remaining discount		(1,337)
Amortized cost	1,545,663	5,082,627
Unrealized gains	10,184	7,127
Unrealized losses	(31,516)	(151,770)
Estimated fair value	1,524,331	4,937,984
Agency Securities \| CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	156,937	11,113
Remaining premium	2,534
Remaining premium		53
Remaining discount	0
Remaining discount		0
Amortized cost	159,471	11,166
Unrealized gains	545	55
Unrealized losses	0	0
Estimated fair value	160,016	11,221
Agency Securities \| Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	4,486,845	6,007,008
Remaining premium	862,905
Remaining premium		1,179,855
Remaining discount	0
Remaining discount		0
Amortized cost	862,905	1,179,855
Unrealized gains	2,787	1,446
Unrealized losses	(157,130)	(307,412)
Estimated fair value	708,562	873,889
Agency Securities \| Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	1,619,900	1,802,292
Remaining premium	19,981
Remaining premium		12,329
Remaining discount	(2,280)
Remaining discount		(5,332)
Amortized cost	1,637,601	1,809,289
Unrealized gains	82,292	32,753
Unrealized losses	(2,696)	(3,477)
Estimated fair value	1,717,197	1,838,565
Agency Securities \| Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	54,553	34,650
Remaining premium	5,053
Remaining premium		4,175
Remaining discount	0
Remaining discount		0
Amortized cost	59,606	38,825
Unrealized gains	550	69
Unrealized losses	(309)	(110)
Estimated fair value	59,847	38,784
Residential Credit Securities Mortgage Backed Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	2,617,718	2,610,620
Remaining premium	34,953
Remaining premium		46,516
Remaining discount	(106,633)
Remaining discount		(139,583)
Amortized cost	1,585,690	1,657,468
Unrealized gains	85,985	72,067
Unrealized losses	(4,485)	(15,500)
Estimated fair value	1,667,190	1,714,035
Residential Credit Securities Mortgage Backed Securities \| CRT
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	517,110	542,374
Remaining premium	15,850
Remaining premium		28,444
Remaining discount	(2,085)
Remaining discount		(15,466)
Amortized cost	515,950	555,352
Unrealized gains	16,605	7,879
Unrealized losses	(1,233)	(11,134)
Estimated fair value	531,322	552,097
Residential Credit Securities Mortgage Backed Securities \| CRT Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	14,900
Residential Credit Securities Mortgage Backed Securities \| Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	160,957	202,889
Remaining premium	250
Remaining premium		349
Remaining discount	(22,306)
Remaining discount		(31,238)
Amortized cost	138,901	172,000
Unrealized gains	12,482	10,559
Unrealized losses	0	(198)
Estimated fair value	151,383	182,361
Residential Credit Securities Mortgage Backed Securities \| Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	277,076	353,108
Remaining premium	3,362
Remaining premium		2,040
Remaining discount	(17,794)
Remaining discount		(23,153)
Amortized cost	262,644	331,995
Unrealized gains	14,142	12,821
Unrealized losses	(529)	(830)
Estimated fair value	276,257	343,986
Residential Credit Securities Mortgage Backed Securities \| Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	391,234
Remaining premium	3,757
Remaining discount	0
Amortized cost	3,757
Unrealized gains	0
Unrealized losses	(590)
Estimated fair value	3,167
Residential Credit Securities Mortgage Backed Securities \| Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	370,263	423,166
Remaining premium	1,356
Remaining premium		1,776
Remaining discount	(59,727)
Remaining discount		(65,005)
Amortized cost	311,892	359,937
Unrealized gains	37,205	35,278
Unrealized losses	(118)	(594)
Estimated fair value	348,979	394,621
Residential Credit Securities Mortgage Backed Securities \| NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	164,180	3,431
Remaining premium	351
Remaining premium		0
Remaining discount	(440)
Remaining discount		(30)
Amortized cost	164,091	3,401
Unrealized gains	191	37
Unrealized losses	(14)	0
Estimated fair value	164,268	3,438
Residential Credit Securities Mortgage Backed Securities \| Prime jumbo (2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	182,709	225,567
Remaining premium	1,026
Remaining premium		1,087
Remaining discount	(4,281)
Remaining discount		(4,691)
Amortized cost	179,454	221,963
Unrealized gains	5,360	1,439
Unrealized losses	(150)	(2,744)
Estimated fair value	184,664	220,658
Residential Credit Securities Mortgage Backed Securities \| Prime jumbo (2010 vintage) Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	554,189	860,085
Remaining premium	9,001
Remaining premium		12,820
Remaining discount	0
Remaining discount		0
Amortized cost	9,001	12,820
Unrealized gains	0	4,054
Unrealized losses	(1,851)	0
Estimated fair value	7,150	16,874
Residential Investments
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	112,859,336	96,446,316
Remaining premium	5,342,724
Remaining premium		5,301,717
Remaining discount	(156,927)
Remaining discount		(183,239)
Amortized cost	112,597,940	94,697,701
Unrealized gains	2,253,926	377,960
Unrealized losses	(291,309)	(2,608,631)
Estimated fair value	114,560,557	92,467,030
Commercial Mortgage-Backed Securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / notional	263,965	155,921
Remaining premium	10,873
Remaining premium		9,778
Remaining discount	(9,393)
Remaining discount		(9,740)
Amortized cost	265,445	155,959
Unrealized gains	7,710	1,659
Unrealized losses	(132)	(860)
Estimated fair value	$ 273,023	$ 156,758

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