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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Dec. 31, 2023 | Dec. 31, 2022
--- | --- | ---
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | $ 64,469,836 | $ 59,512,597
Amounts offset in accordance with netting arrangements | 2,268,293 | 0
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition | 62,201,543 | 59,512,597
CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 695,520 | 468,695
Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 2,157,763 | 2,013,261
Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 851,851 | 718,600
Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 60,573,426 | 55,855,293
Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 191,276 | 456,748
1 day |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
1 day | CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
1 day | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
1 day | Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
1 day | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
1 day | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
2 to 29 days |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 35,080,196 | 31,426,193
2 to 29 days | CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 555,568 | 193,069
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 840,400 | 524,432
2 to 29 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 200,931
2 to 29 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 33,492,952 | 30,244,050
2 to 29 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 191,276 | 263,711
30 to 59 days |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 18,618,606 | 22,107,566
30 to 59 days | CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 149,733
30 to 59 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 528,341 | 632,673
30 to 59 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
30 to 59 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 18,090,265 | 21,200,770
30 to 59 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 124,390
60 to 89 days |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 7,198,769 | 5,262,025
60 to 89 days | CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 139,952 | 0
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 579,611 | 782,905
60 to 89 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
60 to 89 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 6,479,206 | 4,410,473
60 to 89 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 68,647
90 to 119 days |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 247,306 | 367,800
90 to 119 days | CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 125,893
90 to 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 39,714 | 73,251
90 to 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 207,592 | 168,656
90 to 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
90 to 119 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
Over 119 days |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 3,324,959 | 349,013
Over 119 days | CRTs |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 0 | 0
Over 119 days | Non-Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 169,697 | 0
Over 119 days | Residential mortgage loans |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 644,259 | 349,013
Over 119 days | Agency Mortgage-Backed Securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | 2,511,003 | 0
Over 119 days | Commercial mortgage-backed securities |  |
Repurchase Agreements: |  |
Total repurchase agreements, before netting adjustments | $ 0 | $ 0

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