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SECURITIES - Unrealized Loss Position (Details)
$ in Thousands

Mar. 31, 2024

USD ($)

security

Dec. 31, 2023

USD ($)

security

Unrealized Loss Position For:

Estimated Fair Value

^[1]

$ 66,500,689

$ 69,613,565

^[2]

Gross Unrealized Losses

(2,519,687)

(2,230,646)

Agency Mortgage-Backed Securities

Unrealized Loss Position For:

Estimated Fair Value

11,659,329

15,490,571

Gross Unrealized Losses

$ (1,286,282)

$ (1,340,450)

Number of Securities | security

1,616

1,763

Agency Mortgage-Backed Securities | Less than 12 months

Unrealized Loss Position For:

Estimated Fair Value

$ 57,959

$ 35,453

Gross Unrealized Losses

$ (1,241)

$ (418)

Number of Securities | security

40

16

Agency Mortgage-Backed Securities | 12 Months or more

Unrealized Loss Position For:

Estimated Fair Value

$ 11,601,370

$ 15,455,118

Gross Unrealized Losses

$ (1,285,041)

$ (1,340,032)

Number of Securities | security

1,576

1,747

[1]	(3)Excludes $1.8 billion and $1.5 billion at March 31, 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.
[2]	(1)Derived from the audited consolidated financial statements at December 31, 2023.

X

- Definition

Mortgage-Backed Securities in a continuous unrealized loss position [Line Items]

+ References

No definition available.

+ Details

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X

- Definition

Amount, before tax, of unrealized loss in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Topic 320
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 2
-Subparagraph (c)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147481800/320-10-50-2

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X

- Definition

Amount excluding accrued interest, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 326
-SubTopic 30
-Name Accounting Standards Codification
-Section 45
-Paragraph 1
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147479130/326-30-45-1

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X

- Definition

Number of investments in debt securities measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in unrealized loss position, without allowance for credit loss. Includes beneficial interest in securitized financial asset.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/otherTransitionRef
-Topic 320
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
-Paragraph 6
-Subparagraph (b)(3)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147481800/320-10-50-6

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Topic 326
-SubTopic 30
-Name Accounting Standards Codification
-Section 50
-Paragraph 4
-Subparagraph (b)(3)
-Publisher FASB
-URI https://asc.fasb.org//1943274/2147479106/326-30-50-4

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