Besides, you absolutely cannot leave your coins on the exchanges. That's the way to lead you to the dead road. Never trust trading platforms and buy hard wallets to protect your money.
Probably you can do that for a short term period, I've personally chosen reputed exchange where to store my USDT(Binance).
Even though they are reputed exchange but I don't trust to hold there if I have a huge amount.
Reply above was right, Trezor wallet is supported USDT for storing, so that is advisable where to keep your USDT.