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SECURED FINANCING (Tables) | 9 Months Ended
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Sep. 30, 2024
Debt Disclosure [Abstract] |
Schedule of Repurchase Agreements Remaining Maturity ,Collateral Types and Weighted Average Rates | At September 30, 2024 and December 31, 2023, the repurchase agreements had the following remaining maturities and collateral types:
September 30, 2024
| Agency Mortgage-Backed Securities |  | CRTs |  | Non-Agency Mortgage-Backed Securities |  | Residential Mortgage Loans |  |  |  | Commercial Mortgage-Backed Securities |  |  |  | Total Repurchase Agreements
| (dollars in thousands)
1 day | $ | 24,998,317 |  |  | $ | 175,637 |  |  | $ | 41,503 |  |  | $ | — |  |  |  |  | $ | — |  |  |  |  | $ | 25,215,457 |
2 to 29 days | 655,425 |  |  | 275,927 |  |  | 846,860 |  |  | 221,231 |  |  |  |  | 95,291 |  |  |  |  | 2,094,734 |
30 to 59 days | 34,198,599 |  |  | — |  |  | 589,802 |  |  | 26,404 |  |  |  |  | — |  |  |  |  | 34,814,805 |
60 to 89 days | 2,594,869 |  |  | 142,486 |  |  | 611,235 |  |  | 452,799 |  |  |  |  | — |  |  |  |  | 3,801,389 |
90 to 119 days | 1,675 |  |  | 47,353 |  |  | 82,050 |  |  | — |  |  |  |  | — |  |  |  |  | 131,078 |
Over 119 days (1) | — |  |  | — |  |  | 364,920 |  |  | 566,773 |  |  |  |  | — |  |  |  |  | 931,693 |
Total | $ | 62,448,885 |  |  | $ | 641,403 |  |  | $ | 2,536,370 |  |  | $ | 1,267,207 |  |  |  |  | $ | 95,291 |  |  |  |  | $ | 66,989,156 |
Amounts offset in accordance with netting arrangements. |  |  |  | (2,678,880) |
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition. |  |  |  | $ | 64,310,276 |
December 31, 2023
| Agency Mortgage-Backed Securities |  | CRTs |  | Non-Agency Mortgage-Backed Securities |  | Residential Mortgage Loans |  |  |  | Commercial Mortgage-Backed Securities |  |  |  | Total Repurchase Agreements
| (dollars in thousands)
1 day | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  |  |  | $ | — |  |  |  |  | $ | — |
2 to 29 days | 33,492,952 |  |  | 555,568 |  |  | 840,400 |  |  | — |  |  |  |  | 191,276 |  |  |  |  | 35,080,196 |
30 to 59 days | 18,090,265 |  |  | — |  |  | 528,341 |  |  | — |  |  |  |  | — |  |  |  |  | 18,618,606 |
60 to 89 days | 6,479,206 |  |  | 139,952 |  |  | 579,611 |  |  | — |  |  |  |  | — |  |  |  |  | 7,198,769 |
90 to 119 days | — |  |  | — |  |  | 39,714 |  |  | 207,592 |  |  |  |  | — |  |  |  |  | 247,306 |
Over 119 days (1) | 2,511,003 |  |  | — |  |  | 169,697 |  |  | 644,259 |  |  |  |  | — |  |  |  |  | 3,324,959 |
Total | $ | 60,573,426 |  |  | $ | 695,520 |  |  | $ | 2,157,763 |  |  | $ | 851,851 |  |  |  |  | $ | 191,276 |  |  |  |  | $ | 64,469,836 |
Amounts offset in accordance with netting arrangements. |  |  |  | (2,268,293) |
Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition. |  |  |  | $ | 62,201,543 |
(1) Less than 1% of repurchase agreements had a remaining maturity over 1 year at September 30, 2024. No repurchase agreements had a remaining maturity over 1 year at December 31, 2023.
Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement | The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at September 30, 2024 and December 31, 2023. Refer to the “Derivative Instruments” Note for information related to the effect of netting arrangements on the Company’s derivative instruments.
| September 30, 2024 |  | December 31, 2023
| Reverse Repurchase Agreements |  | Repurchase Agreements |  | Reverse Repurchase Agreements |  | Repurchase Agreements
| (dollars in thousands)
Gross amounts | $ | 2,678,880 |  |  | $ | 66,989,156 |  |  | $ | 2,268,293 |  |  | $ | 64,469,836 |
Amounts offset | (2,678,880) |  |  | (2,678,880) |  |  | (2,268,293) |  |  | (2,268,293) |
Netted amounts | $ | — |  |  | $ | 64,310,276 |  |  | $ | — |  |  | $ | 62,201,543 |

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