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SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands | 12 Months Ended
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Dec. 31, 2023 USD ($)
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | $ 65,789,907 | [1]
Purchases | 43,711,056 |
Sales | (36,832,093) |
Principal paydowns | (6,152,666) |
(Amortization) / accretion | (163,886) |
Fair value adjustment | 3,261,247 |
Ending balance December 31, 2023 | 69,613,565 | [1]
Agency Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | 62,274,895 |
Purchases | 42,728,938 |
Sales | (35,733,141) |
Principal paydowns | (5,843,220) |
(Amortization) / accretion | (186,553) |
Fair value adjustment | 3,067,869 |
Ending balance December 31, 2023 | 66,308,788 |
Residential Credit Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | 2,988,703 |
Purchases | 905,952 |
Sales | (706,750) |
Principal paydowns | (303,908) |
(Amortization) / accretion | 21,396 |
Fair value adjustment | 176,940 |
Ending balance December 31, 2023 | 3,082,333 |
Commercial mortgage-backed securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2023 | 526,309 |
Purchases | 76,166 |
Sales | (392,202) |
Principal paydowns | (5,538) |
(Amortization) / accretion | 1,271 |
Fair value adjustment | 16,438 |
Ending balance December 31, 2023 | $ 222,444 |
[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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