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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)
$ in Thousands
Dec. 31, 2023
Dec. 31, 2022
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments $ 64,469,836 $ 59,512,597
Amounts offset in accordance with netting arrangements 2,268,293 0
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition 62,201,543 59,512,597
CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 695,520 468,695
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 2,157,763 2,013,261
Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 851,851 718,600
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 60,573,426 55,855,293
Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 191,276 456,748
1 day    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
1 day | CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
1 day | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
1 day | Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
1 day | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
1 day | Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
2 to 29 days    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 35,080,196 31,426,193
2 to 29 days | CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 555,568 193,069
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 840,400 524,432
2 to 29 days | Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 200,931
2 to 29 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 33,492,952 30,244,050
2 to 29 days | Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 191,276 263,711
30 to 59 days    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 18,618,606 22,107,566
30 to 59 days | CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 149,733
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 528,341 632,673
30 to 59 days | Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
30 to 59 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 18,090,265 21,200,770
30 to 59 days | Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 124,390
60 to 89 days    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 7,198,769 5,262,025
60 to 89 days | CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 139,952 0
60 to 89 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 579,611 782,905
60 to 89 days | Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
60 to 89 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 6,479,206 4,410,473
60 to 89 days | Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 68,647
90 to 119 days    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 247,306 367,800
90 to 119 days | CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 125,893
90 to 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 39,714 73,251
90 to 119 days | Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 207,592 168,656
90 to 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
90 to 119 days | Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
Over 119 days    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 3,324,959 349,013
Over 119 days | CRTs    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 0 0
Over 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 169,697 0
Over 119 days | Residential mortgage loans    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 644,259 349,013
Over 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments 2,511,003 0
Over 119 days | Commercial mortgage-backed securities    
Repurchase Agreements:    
Total repurchase agreements, before netting adjustments $ 0 $ 0