Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUES OF ASSETS AND LIABILITIES - Significant Unobservable Level 3 Inputs (Details)

v3.22.2
FAIR VALUES OF ASSETS AND LIABILITIES - Significant Unobservable Level 3 Inputs (Details) - Level 3 - Fair Value, Measurements, Recurring
Jun. 30, 2022
Dec. 31, 2021
Residential MBS | Minimum | Discounted cash flow | Constant prepayment rate    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing Asset, Measurement Input 0.05 0.08
Residential MBS | Minimum | Discounted cash flow | Spread over forward interest rate swap rates    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing Asset, Measurement Input 0.05 0.03
Residential MBS | Maximum | Discounted cash flow | Constant prepayment rate    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing Asset, Measurement Input 0.25 0.23
Residential MBS | Maximum | Discounted cash flow | Spread over forward interest rate swap rates    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing Asset, Measurement Input 0.13 0.11
Residential MBS | Weighted Average | Discounted cash flow | Constant prepayment rate    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing Asset, Measurement Input 0.07 0.12
Residential MBS | Weighted Average | Discounted cash flow | Spread over forward interest rate swap rates    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Servicing Asset, Measurement Input 0.06 0.05
Derivative assets | Minimum | Consensus Pricing | Net market price    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative Asset, Measurement Input (0.15) (0.04)
Derivative assets | Minimum | Consensus Pricing | Estimated pull through %    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative Asset, Measurement Input 0.04 0.06
Derivative assets | Maximum | Consensus Pricing | Net market price    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative Asset, Measurement Input 0.13 0.08
Derivative assets | Maximum | Consensus Pricing | Estimated pull through %    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative Asset, Measurement Input 1 1
Derivative assets | Weighted Average | Consensus Pricing | Net market price    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative Asset, Measurement Input (0.01) 0.01
Derivative assets | Weighted Average | Consensus Pricing | Estimated pull through %    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative Asset, Measurement Input 0.91 0.92
Corporate debt | Minimum | Discounted cash flow | Discount rate    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.03 0
Corporate debt | Minimum | Discounted cash flow | Cumulative default    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0 0
Corporate debt | Minimum | Discounted cash flow | Loss given default    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.05 0.05
Corporate debt | Maximum | Discounted cash flow | Discount rate    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.04 0.02
Corporate debt | Maximum | Discounted cash flow | Cumulative default    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.64 0.64
Corporate debt | Maximum | Discounted cash flow | Loss given default    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.80 0.80
Corporate debt | Weighted Average | Discounted cash flow | Discount rate    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.04 0.01
Corporate debt | Weighted Average | Discounted cash flow | Cumulative default    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.06 0.05
Corporate debt | Weighted Average | Discounted cash flow | Loss given default    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Debt Securities, Available-for-sale, Measurement Input 0.24 0.23