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SECURITIES - Summary of Residential Securities and CMBS (Details) $ in Thousands | 9 Months Ended
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Sep. 30, 2024 USD ($)
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | $ 69,613,565 | [1],[2]
Purchases | 21,617,905 |
Sales | (16,152,735) |
Principal paydowns | (4,890,394) |
(Amortization) / accretion | (90,083) |
Fair value adjustment | 1,601,919 |
Ending balance September 30, 2024 | 71,700,177 | [2]
Agency Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | 66,308,788 |
Purchases | 21,102,716 |
Sales | (15,307,569) |
Principal paydowns | (4,338,657) |
(Amortization) / accretion | (92,290) |
Fair value adjustment | 1,477,411 |
Ending balance September 30, 2024 | 69,150,399 |
Residential Credit Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | 3,082,333 |
Purchases | 515,189 |
Sales | (737,702) |
Principal paydowns | (541,052) |
(Amortization) / accretion | 1,672 |
Fair value adjustment | 123,097 |
Ending balance September 30, 2024 | 2,443,537 |
Commercial Securities |  |
Debt Securities, Available-For-Sale [Roll Forward] |  |
Beginning balance January 1, 2024 | 222,444 |
Purchases | 0 |
Sales | (107,464) |
Principal paydowns | (10,685) |
(Amortization) / accretion | 535 |
Fair value adjustment | 1,411 |
Ending balance September 30, 2024 | $ 106,241 |
[1] | (1)Derived from the audited consolidated financial statements at December 31, 2023.
[2] | (3)Excludes $2.0 billion and $1.5 billion at September 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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