SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $95,845,559 and $87,193,316, respectively) (3)	[1]	$ 104,993,271	$ 92,623,788	[2]
Agency mortgage-backed securities, at fair value
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $95,845,559 and $87,193,316, respectively) (3)		103,093,526	90,752,995
Agency mortgage-backed securities, at fair value | Fannie Mae
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $95,845,559 and $87,193,316, respectively) (3)		66,385,692	60,270,432
Agency mortgage-backed securities, at fair value | Freddie Mac
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $95,845,559 and $87,193,316, respectively) (3)		36,564,254	30,397,556
Agency mortgage-backed securities, at fair value | Ginnie Mae
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $95,845,559 and $87,193,316, respectively) (3)		$ 143,580	$ 85,007

[1] (3) Excludes $273.4 million and $83.6 million at March 31, 2019 and December 31, 2018, respectively, of non-Agency mortgage-backed securities and $246.6 million and $224.3 million at March 31, 2019 and December 31, 2018, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.

[2] (1) Derived from the audited consolidated financial statements at December 31, 2018.