XML 91 R79.htm IDEA: XBRL DOCUMENT v3.24.2
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.