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SECURITIES - Portfolio (Details) - USD ($) $ in Thousands | Mar. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | $ 106,622,443 | $ 96,602,237 |
Remaining Premium |  | 5,400,918 | 5,311,495 |
Remaining Discount |  | (192,921) | (192,979) |
Amortized Cost |  | 105,471,037 | 94,853,660 |
Unrealized Gains |  | 990,877 | 379,619 |
Unrealized Losses |  | (1,468,643) | (2,609,491) |
Estimated Fair Value | [1] | 104,993,271 | 92,623,788 | [2]
Agency Securities |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 103,865,226 | 93,835,696 |
Remaining Premium |  | 5,357,956 | 5,255,201 |
Remaining Discount |  | (48,180) | (43,656) |
Amortized Cost |  | 103,652,629 | 93,040,233 |
Unrealized Gains |  | 903,783 | 305,893 |
Unrealized Losses |  | (1,462,886) | (2,593,131) |
Estimated Fair Value |  | 103,093,526 | 90,752,995 |
Agency Securities | Fixed-rate pass-through |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 92,064,633 | 81,144,650 |
Remaining Premium |  | 4,060,260 | 3,810,808 |
Remaining Discount |  | (41,614) | (36,987) |
Amortized Cost |  | 96,083,279 | 84,918,471 |
Unrealized Gains |  | 789,557 | 264,443 |
Unrealized Losses |  | (1,118,629) | (2,130,362) |
Estimated Fair Value |  | 95,754,207 | 83,052,552 |
Agency Securities | Adjustable-rate pass-through |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 4,046,258 | 4,835,983 |
Remaining Premium |  | 204,672 | 247,981 |
Remaining Discount |  | (1,317) | (1,337) |
Amortized Cost |  | 4,249,613 | 5,082,627 |
Unrealized Gains |  | 7,395 | 7,127 |
Unrealized Losses |  | (104,972) | (151,770) |
Estimated Fair Value |  | 4,152,036 | 4,937,984 |
Agency Securities | CMO |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 10,699 |  |
Remaining Premium |  | 50 |  |
Remaining Discount |  | 0 |  |
Amortized Cost |  | 10,749 |  |
Unrealized Gains |  | 199 |  |
Unrealized Losses |  | 0 |  |
Estimated Fair Value |  | 10,948 |  |
Agency Securities | Interest-only |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 5,522,373 | 6,007,008 |
Remaining Premium |  | 1,070,160 | 1,179,855 |
Remaining Discount |  | 0 | 0 |
Amortized Cost |  | 1,070,160 | 1,179,855 |
Unrealized Gains |  | 1,900 | 1,446 |
Unrealized Losses |  | (239,282) | (307,412) |
Estimated Fair Value |  | 832,778 | 873,889 |
Agency Securities | Multifamily |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 2,186,848 | 1,802,292 |
Remaining Premium |  | 18,783 | 12,329 |
Remaining Discount |  | (5,249) | (5,332) |
Amortized Cost |  | 2,200,382 | 1,809,289 |
Unrealized Gains |  | 104,664 | 32,753 |
Unrealized Losses |  | 0 | (3,477) |
Estimated Fair Value |  | 2,305,046 | 1,838,565 |
Agency Securities | Reverse mortgages |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 34,415 | 34,650 |
Remaining Premium |  | 4,031 | 4,175 |
Remaining Discount |  | 0 | 0 |
Amortized Cost |  | 38,446 | 38,825 |
Unrealized Gains |  | 68 | 69 |
Unrealized Losses |  | (3) | (110) |
Estimated Fair Value |  | 38,511 | 38,784 |
Agency Securities | CMO Mortgage Backed Securities Available For Sale [Member] |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  |  | 11,113 |
Remaining Premium |  |  | 53 |
Remaining Discount |  |  | 0 |
Amortized Cost |  |  | 11,166 |
Unrealized Gains |  |  | 55 |
Unrealized Losses |  |  | 0 |
Estimated Fair Value |  |  | 11,221 |
Residential Credit Securities Mortgage Backed Securities |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 2,576,225 | 2,610,620 |
Remaining Premium |  | 42,465 | 46,516 |
Remaining Discount |  | (135,228) | (139,583) |
Amortized Cost |  | 1,646,432 | 1,657,468 |
Unrealized Gains |  | 83,548 | 72,067 |
Unrealized Losses |  | (5,466) | (15,500) |
Estimated Fair Value |  | 1,724,514 | 1,714,035 |
Residential Credit Securities Mortgage Backed Securities | CRT |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 593,949 | 542,374 |
Remaining Premium |  | 24,891 | 28,444 |
Remaining Discount |  | (16,883) | (15,466) |
Amortized Cost |  | 601,957 | 555,352 |
Unrealized Gains |  | 9,488 | 7,879 |
Unrealized Losses |  | (3,500) | (11,134) |
Estimated Fair Value |  | 607,945 | 552,097 |
Residential Credit Securities Mortgage Backed Securities | Alt-A |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 215,630 | 202,889 |
Remaining Premium |  | 374 | 349 |
Remaining Discount |  | (30,467) | (31,238) |
Amortized Cost |  | 185,537 | 172,000 |
Unrealized Gains |  | 12,926 | 10,559 |
Unrealized Losses |  | (95) | (198) |
Estimated Fair Value |  | 198,368 | 182,361 |
Residential Credit Securities Mortgage Backed Securities | Prime |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 312,534 | 353,108 |
Remaining Premium |  | 2,205 | 2,040 |
Remaining Discount |  | (21,319) | (23,153) |
Amortized Cost |  | 293,420 | 331,995 |
Unrealized Gains |  | 16,786 | 12,821 |
Unrealized Losses |  | (179) | (830) |
Estimated Fair Value |  | 310,027 | 343,986 |
Residential Credit Securities Mortgage Backed Securities | Subprime |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 393,362 | 423,166 |
Remaining Premium |  | 1,480 | 1,776 |
Remaining Discount |  | (61,911) | (65,005) |
Amortized Cost |  | 332,931 | 359,937 |
Unrealized Gains |  | 38,800 | 35,278 |
Unrealized Losses |  | (446) | (594) |
Estimated Fair Value |  | 371,285 | 394,621 |
Residential Credit Securities Mortgage Backed Securities | NPL/RPL |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 3,431 | 3,431 |
Remaining Premium |  | 0 | 0 |
Remaining Discount |  | (22) | (30) |
Amortized Cost |  | 3,409 | 3,401 |
Unrealized Gains |  | 27 | 37 |
Unrealized Losses |  | 0 | 0 |
Estimated Fair Value |  | 3,436 | 3,438 |
Residential Credit Securities Mortgage Backed Securities | Prime jumbo (2010 vintage) |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 220,289 | 225,567 |
Remaining Premium |  | 1,070 | 1,087 |
Remaining Discount |  | (4,626) | (4,691) |
Amortized Cost |  | 216,733 | 221,963 |
Unrealized Gains |  | 3,004 | 1,439 |
Unrealized Losses |  | (915) | (2,744) |
Estimated Fair Value |  | 218,822 | 220,658 |
Residential Credit Securities Mortgage Backed Securities | Prime jumbo (2010 vintage) Interest-only |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 837,030 | 860,085 |
Remaining Premium |  | 12,445 | 12,820 |
Remaining Discount |  | 0 | 0 |
Amortized Cost |  | 12,445 | 12,820 |
Unrealized Gains |  | 2,517 | 4,054 |
Unrealized Losses |  | (331) | 0 |
Estimated Fair Value |  | 14,631 | 16,874 |
Residential Investments |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 106,441,451 | 96,446,316 |
Remaining Premium |  | 5,400,421 | 5,301,717 |
Remaining Discount |  | (183,408) | (183,239) |
Amortized Cost |  | 105,299,061 | 94,697,701 |
Unrealized Gains |  | 987,331 | 377,960 |
Unrealized Losses |  | (1,468,352) | (2,608,631) |
Estimated Fair Value |  | 104,818,040 | 92,467,030 |
Commercial Mortgage-Backed Securities |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Principal / Notional |  | 180,992 | 155,921 |
Remaining Premium |  | 497 | 9,778 |
Remaining Discount |  | (9,513) | (9,740) |
Amortized Cost |  | 171,976 | 155,959 |
Unrealized Gains |  | 3,546 | 1,659 |
Unrealized Losses |  | (291) | (860) |
Estimated Fair Value |  | $ 175,231 | $ 156,758 |
[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.

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