XML 82 R54.htm IDEA: XBRL DOCUMENT v3.25.1
SECURITIES - Unrealized Loss Position (Details)
$ in Thousands
Mar. 31, 2025
USD ($)
security
Dec. 31, 2024
USD ($)
security
Unrealized Loss Position For:    
Estimated Fair Value [1] $ 70,361,364 $ 69,756,447 [2]
Gross Unrealized Losses (1,619,480) (2,538,784)
Agency Mortgage-Backed Securities    
Unrealized Loss Position For:    
Estimated Fair Value 7,530,425 8,103,982
Gross Unrealized Losses $ (792,229) $ (1,021,904)
Number of Securities | security 1,320 1,411
Agency Mortgage-Backed Securities | Less than 12 months    
Unrealized Loss Position For:    
Estimated Fair Value $ 28,285 $ 49,820
Gross Unrealized Losses $ (547) $ (1,477)
Number of Securities | security 9 34
Agency Mortgage-Backed Securities | 12 Months or more    
Unrealized Loss Position For:    
Estimated Fair Value $ 7,502,140 $ 8,054,162
Gross Unrealized Losses $ (791,682) $ (1,020,427)
Number of Securities | security 1,311 1,377
[1]
(3)Excludes $2.3 billion and $2.2 billion at March 31, 2025 and December 31, 2024, 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, 2024.