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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands		Dec. 31, 2023	Dec. 31, 2022
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		$ 96,221,329	$ 86,183,782
Remaining Premium		2,378,411	2,943,297
Remaining Discount		(1,449,850)	(1,110,917)
Amortized Cost		71,231,784	70,669,855
Unrealized Gains		612,427	83,143
Unrealized Losses		(2,230,646)	(4,963,091)
Estimated Fair Value	[1]	69,613,565	65,789,907
Multifamily Interest-Only Security
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		14,000,000	8,400,000
Prime interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		900,000	1,700,000
Prime jumbo interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		9,100,000	5,500,000
Total residential securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		95,996,732	85,637,283
Remaining Premium		2,378,396	2,943,297
Remaining Discount		(1,449,028)	(1,108,512)
Amortized Cost		71,007,994	70,125,761
Unrealized Gains		612,408	83,143
Unrealized Losses		(2,229,281)	(4,945,306)
Estimated Fair Value		69,391,121	65,263,598
Agency
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		82,895,356	75,220,242
Remaining Premium		2,287,261	2,878,118
Remaining Discount		(1,328,751)	(1,004,331)
Amortized Cost		67,874,312	66,908,288
Unrealized Gains		535,689	71,939
Unrealized Losses		(2,101,213)	(4,705,332)
Estimated Fair Value		66,308,788	62,274,895
Agency | Fixed-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		63,444,987	63,232,479
Remaining Premium		1,448,886	2,105,813
Remaining Discount		(1,318,948)	(1,003,225)
Amortized Cost		63,574,925	64,335,067
Unrealized Gains		477,242	62,060
Unrealized Losses		(1,853,226)	(4,367,369)
Estimated Fair Value		62,198,941	60,029,758
Agency | Adjustable-rate pass-through
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		188,996	232,028
Remaining Premium		15,834	17,065
Remaining Discount		(51)	(85)
Amortized Cost		204,779	249,008
Unrealized Gains		1,663	2,138
Unrealized Losses		(14,953)	(16,759)
Estimated Fair Value		191,489	234,387
Agency | CMO
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		94,448	101,543
Remaining Premium		1,612	1,781
Remaining Discount		0	0
Amortized Cost		96,060	103,324
Unrealized Gains		0	0
Unrealized Losses		(13,088)	(13,714)
Estimated Fair Value		82,972	89,610
Agency | Interest-only
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		2,010,697	1,824,339
Remaining Premium		416,955	438,295
Remaining Discount		0	0
Amortized Cost		416,955	438,295
Unrealized Gains		4,729	153
Unrealized Losses		(157,679)	(220,371)
Estimated Fair Value		264,005	218,077
Agency | Multifamily
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		17,130,045	9,801,375
Remaining Premium		400,781	311,785
Remaining Discount		(9,752)	(1,021)
Amortized Cost		3,552,217	1,750,737
Unrealized Gains		52,055	7,588
Unrealized Losses		(59,744)	(84,160)
Estimated Fair Value		3,544,528	1,674,165
Agency | Reverse mortgages
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		26,183	28,478
Remaining Premium		3,193	3,379
Remaining Discount		0	0
Amortized Cost		29,376	31,857
Unrealized Gains		0	0
Unrealized Losses		(2,523)	(2,959)
Estimated Fair Value		26,853	28,898
Residential credit
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		13,101,376	10,417,041
Remaining Premium		91,135	65,179
Remaining Discount		(120,277)	(104,181)
Amortized Cost		3,133,682	3,217,473
Unrealized Gains		76,719	11,204
Unrealized Losses		(128,068)	(239,974)
Estimated Fair Value		3,082,333	2,988,703
Residential credit | Credit risk transfer
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		924,729	1,013,368
Remaining Premium		2,240	6,790
Remaining Discount		(4,358)	(4,828)
Amortized Cost		922,611	1,015,330
Unrealized Gains		51,984	6,629
Unrealized Losses		(536)	(24,402)
Estimated Fair Value		974,059	997,557
Residential credit | Alt-A
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		164,384	111,009
Remaining Premium		9	9
Remaining Discount		(3,922)	(5,048)
Amortized Cost		160,471	105,970
Unrealized Gains		2,135	0
Unrealized Losses		(12,371)	(14,754)
Estimated Fair Value		150,235	91,216
Residential credit | Prime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		1,076,497	1,946,186
Remaining Premium		8,590	19,496
Remaining Discount		(21,163)	(17,375)
Amortized Cost		207,077	240,694
Unrealized Gains		1,704	1,528
Unrealized Losses		(28,134)	(44,352)
Estimated Fair Value		180,647	197,870
Residential credit | Subprime
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		272,955	202,304
Remaining Premium		0	0
Remaining Discount		(31,751)	(32,188)
Amortized Cost		241,204	170,116
Unrealized Gains		5,622	1,275
Unrealized Losses		(11,221)	(15,078)
Estimated Fair Value		235,605	156,313
Residential credit | NPL/RPL
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		1,237,531	1,426,616
Remaining Premium		8,336	1,624
Remaining Discount		(9,224)	(15,500)
Amortized Cost		1,236,643	1,412,740
Unrealized Gains		4,578	87
Unrealized Losses		(43,666)	(95,673)
Estimated Fair Value		1,197,555	1,317,154
Residential credit | Prime jumbo(>=2010 vintage)
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		9,425,280	5,717,558
Remaining Premium		71,960	37,260
Remaining Discount		(49,859)	(29,242)
Amortized Cost		365,676	272,623
Unrealized Gains		10,696	1,685
Unrealized Losses		(32,140)	(45,715)
Estimated Fair Value		344,232	228,593
Commercial securities
Mortgage-Backed Securities Portfolio [Line Items]
Principal / Notional		224,597	546,499
Remaining Premium		15	0
Remaining Discount		(822)	(2,405)
Amortized Cost		223,790	544,094
Unrealized Gains		19	0
Unrealized Losses		(1,365)	(17,785)
Estimated Fair Value		$ 222,444	$ 526,309
[1] (2) Excludes $1.5 billion and $1.0 billion at December 31, 2023 and 2022, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.

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