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SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands | Sep. 30, 2019 | Dec. 31, 2018
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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.

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- Definition Mortgage-Backed Securities Portfolio [Line Items] + References No definition available. + Details
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- Definition The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
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