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SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands | 9 Months Ended
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Sep. 30, 2021 USD ($)
Debt Securities, Available-For-Sale [Roll Forward] |
Beginning balance January 1, 2021 | $ 75,652,396
Purchases | 18,000,493
Sales and transfers | (11,142,414)
Principal paydowns | (14,639,013)
(Amortization) / accretion | (541,013)
Fair value adjustment | (1,708,097)
Ending balance September 30, 2021 | 65,622,352
Agency Securities |
Debt Securities, Available-For-Sale [Roll Forward] |
Beginning balance January 1, 2021 | 74,067,059
Purchases | 16,066,339
Sales and transfers | (10,961,428)
Principal paydowns | (14,083,553)
(Amortization) / accretion | (542,125)
Fair value adjustment | (1,728,213)
Ending balance September 30, 2021 | 62,818,079
Residential Credit Securities |
Debt Securities, Available-For-Sale [Roll Forward] |
Beginning balance January 1, 2021 | 1,504,595
Purchases | 1,669,148
Sales and transfers | (102,216)
Principal paydowns | (555,460)
(Amortization) / accretion | 820
Fair value adjustment | 18,280
Ending balance September 30, 2021 | 2,535,167
Commercial Securities |
Debt Securities, Available-For-Sale [Roll Forward] |
Beginning balance January 1, 2021 | 80,742
Purchases | 265,006
Sales and transfers | (78,770)
Principal paydowns | 0
(Amortization) / accretion | 292
Fair value adjustment | 1,836
Ending balance September 30, 2021 | $ 269,106

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