Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2.2
FAIR VALUES OF ASSETS AND LIABILITIES - Significant Unobservable Level 3 Inputs (Details) - Level 3 - Fair Value, Measurements, Recurring
Sep. 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 0.22 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 instruments | Minimum | Consensus Pricing | Net market price    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative asset, measurement input (0.20) (0.04)
Derivative instruments | Minimum | Consensus Pricing | Estimated pull through %    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative asset, measurement input 0.05 0.06
Derivative instruments | Maximum | Consensus Pricing | Net market price    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative asset, measurement input 0.06 0.08
Derivative instruments | Maximum | Consensus Pricing | Estimated pull through %    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative asset, measurement input 1 1
Derivative instruments | Weighted Average | Consensus Pricing | Net market price    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative asset, measurement input (0.03) 0.01
Derivative instruments | Weighted Average | Consensus Pricing | Estimated pull through %    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative asset, measurement input 0.94 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 0.04 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 0.05 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 0.05 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 0.07 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 0.25 0.23