SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2024 USD ($)
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2024	$ 69,613,565	[1],[2]
Purchases	21,617,905
Sales	(16,152,735)
Principal paydowns	(4,890,394)
(Amortization) / accretion	(90,083)
Fair value adjustment	1,601,919
Ending balance September 30, 2024	71,700,177	[2]
Agency Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2024	66,308,788
Purchases	21,102,716
Sales	(15,307,569)
Principal paydowns	(4,338,657)
(Amortization) / accretion	(92,290)
Fair value adjustment	1,477,411
Ending balance September 30, 2024	69,150,399
Residential Credit Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2024	3,082,333
Purchases	515,189
Sales	(737,702)
Principal paydowns	(541,052)
(Amortization) / accretion	1,672
Fair value adjustment	123,097
Ending balance September 30, 2024	2,443,537
Commercial Securities
Debt Securities, Available-For-Sale [Roll Forward]
Beginning balance January 1, 2024	222,444
Purchases	0
Sales	(107,464)
Principal paydowns	(10,685)
(Amortization) / accretion	535
Fair value adjustment	1,411
Ending balance September 30, 2024	$ 106,241

[1] (1)Derived from the audited consolidated financial statements at December 31, 2023.

[2] (3)Excludes $2.0 billion and $1.5 billion at September 30, 2024 and December 31, 2023, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.