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SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands | 6 Months Ended
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Jun. 30, 2024 USD ($)
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | $ 69,613,565 | [1],[2]
Purchases | 14,548,911 |
Sales | (13,381,984) |
Principal paydowns | (3,049,532) |
(Amortization) / accretion | (36,702) |
Fair value adjustment | (649,505) |
Ending balance June 30, 2024 | 67,044,753 | [2]
Agency Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | 66,308,788 |
Purchases | 14,195,878 |
Sales | (12,543,493) |
Principal paydowns | (2,781,021) |
(Amortization) / accretion | (39,917) |
Fair value adjustment | (749,330) |
Ending balance June 30, 2024 | 64,390,905 |
Residential Credit Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | 3,082,333 |
Purchases | 353,033 |
Sales | (731,027) |
Principal paydowns | (264,073) |
(Amortization) / accretion | 2,747 |
Fair value adjustment | 98,283 |
Ending balance June 30, 2024 | 2,541,296 |
Commercial Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | 222,444 |
Purchases | 0 |
Sales | (107,464) |
Principal paydowns | (4,438) |
(Amortization) / accretion | 468 |
Fair value adjustment | 1,542 |
Ending balance June 30, 2024 | $ 112,552 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2023.
[2] | (3)Excludes $1.8 billion and $1.5 billion at June 30, 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.

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