SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands		Sep. 30, 2019	Dec. 31, 2018
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $111,087,358 and $87,193,316, respectively) (3)	[1]	$ 116,094,061	$ 92,623,788	[2]
Agency mortgage-backed securities, at fair value
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $111,087,358 and $87,193,316, respectively) (3)		114,462,524	90,752,995
Agency mortgage-backed securities, at fair value | Fannie Mae
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $111,087,358 and $87,193,316, respectively) (3)		73,707,294	60,270,432
Agency mortgage-backed securities, at fair value | Freddie Mac
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $111,087,358 and $87,193,316, respectively) (3)		40,592,878	30,397,556
Agency mortgage-backed securities, at fair value | Ginnie Mae
Mortgage-Backed Securities Portfolio [Line Items]
Securities (includes pledged assets of $111,087,358 and $87,193,316, respectively) (3)		$ 162,352	$ 85,007

[1] ⁽³⁾  Excludes $429.1 million and $83.6 million at September 30, 2019 and December 31, 2018, respectively, of non-Agency mortgage-backed securities and $182.3 million and $224.3 million at September 30, 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.