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SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($) $ in Thousands | Jun. 30, 2024 | Dec. 31, 2023
--- | --- | ---
Repurchase Agreements: |  |  |
Gross amounts | $ 62,799,365 | $ 64,469,836 |
Amounts offset | (2,011,371) | (2,268,293) |
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition. | $ 60,787,994 | $ 62,201,543 | [1]
Repurchase agreements, remaining maturities, percentage | 1.00% | 0.00% |
CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | $ 636,770 | $ 695,520 |
Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 2,373,513 | 2,157,763 |
Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 1,032,679 | 851,851 |
Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 58,655,786 | 60,573,426 |
Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 100,617 | 191,276 |
1 day |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 21,033,879 | 0 |
1 day | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 47,794 | 0 |
1 day | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 88,066 | 0 |
1 day | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
1 day | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 20,898,019 | 0 |
1 day | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
2 to 29 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 15,167,764 | 35,080,196 |
2 to 29 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 315,802 | 555,568 |
2 to 29 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 644,301 | 840,400 |
2 to 29 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
2 to 29 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 14,107,044 | 33,492,952 |
2 to 29 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 100,617 | 191,276 |
30 to 59 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 17,821,775 | 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 | 711,446 | 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 | 17,110,329 | 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 | 4,144,700 | 7,198,769 |
60 to 89 days | CRTs |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 273,174 | 139,952 |
60 to 89 days | Non-Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 542,254 | 579,611 |
60 to 89 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
60 to 89 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 3,329,272 | 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 | 858,510 | 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 | 66,755 | 39,714 |
90 to 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 330,994 | 207,592 |
90 to 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 460,761 | 0 |
90 to 119 days | Commercial Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 0 | 0 |
Over 119 days |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 3,772,737 | 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 | 320,691 | 169,697 |
Over 119 days | Residential Mortgage Loans |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 701,685 | 644,259 |
Over 119 days | Agency Mortgage-Backed Securities |  |  |
Repurchase Agreements: |  |  |
Gross amounts | 2,750,361 | 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.

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- Definition Amount of asset associated with funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 55 -Paragraph 8 -SubTopic 20 -Topic 210 -Publisher FASB -URI https://asc.fasb.org/1943274/2147483444/210-20-55-8 Reference 2: http://www.xbrl.org/2003/role/exampleRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 20 -Publisher FASB -URI https://asc.fasb.org/1943274/2147483444/210-20-55-20 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org/1943274/2147483466/210-20-50-3 + Details
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- Definition Amount, before effects of master netting arrangements, of funds outstanding borrowed in the form of a security repurchase agreement between the entity and another party for the sale and repurchase of identical or substantially the same securities at a date certain for a specified price. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org/1943274/2147483466/210-20-50-3 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 7 -Publisher FASB -URI https://asc.fasb.org/1943274/2147483444/210-20-55-7 + Details
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