XML 91 R79.htm IDEA: XBRL DOCUMENT v3.24.1.u1
SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)
$ in Thousands
Mar. 31, 2024
Dec. 31, 2023
Repurchase Agreements:    
Gross amounts $ 61,380,320 $ 64,469,836
Amounts offset (2,405,088) (2,268,293)
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition. $ 58,975,232 $ 62,201,543 [1]
Repurchase agreements, remaining maturities, percentage 1.00% 0.00%
CRTs    
Repurchase Agreements:    
Gross amounts $ 633,276 $ 695,520
Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 2,707,480 2,157,763
Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 739,690 851,851
Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 57,163,645 60,573,426
Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 136,229 191,276
1 day    
Repurchase Agreements:    
Gross amounts 20,052,897 0
1 day | CRTs    
Repurchase Agreements:    
Gross amounts 0 0
1 day | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 133,411 0
1 day | Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 0 0
1 day | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 19,899,007 0
1 day | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 20,479 0
2 to 29 days    
Repurchase Agreements:    
Gross amounts 10,995,185 35,080,196
2 to 29 days | CRTs    
Repurchase Agreements:    
Gross amounts 364,609 555,568
2 to 29 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 955,493 840,400
2 to 29 days | Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 167,471 0
2 to 29 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 9,391,862 33,492,952
2 to 29 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 115,750 191,276
30 to 59 days    
Repurchase Agreements:    
Gross amounts 19,964,545 18,618,606
30 to 59 days | CRTs    
Repurchase Agreements:    
Gross amounts 0 0
30 to 59 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 831,099 528,341
30 to 59 days | Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 0 0
30 to 59 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 19,133,446 18,090,265
30 to 59 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 0 0
60 to 89 days    
Repurchase Agreements:    
Gross amounts 6,864,342 7,198,769
60 to 89 days | CRTs    
Repurchase Agreements:    
Gross amounts 268,667 139,952
60 to 89 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 366,510 579,611
60 to 89 days | Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 852 0
60 to 89 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 6,228,313 6,479,206
60 to 89 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 0 0
90 to 119 days    
Repurchase Agreements:    
Gross amounts 0 247,306
90 to 119 days | CRTs    
Repurchase Agreements:    
Gross amounts 0 0
90 to 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 0 39,714
90 to 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 0 207,592
90 to 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 0 0
90 to 119 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 0 0
Over 119 days    
Repurchase Agreements:    
Gross amounts 3,503,351 3,324,959
Over 119 days | CRTs    
Repurchase Agreements:    
Gross amounts 0 0
Over 119 days | Non-Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 420,967 169,697
Over 119 days | Residential Mortgage Loans    
Repurchase Agreements:    
Gross amounts 571,367 644,259
Over 119 days | Agency Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts 2,511,017 2,511,003
Over 119 days | Commercial Mortgage-Backed Securities    
Repurchase Agreements:    
Gross amounts $ 0 $ 0
[1]
(1)Derived from the audited consolidated financial statements at December 31, 2023.