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SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands | Jun. 30, 2020 | Dec. 31, 2019
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Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities | [1] | $ 77,805,743 | $ 114,833,580 | [2]
Agency Mortgage-Backed Securities |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | 76,761,800 | 112,893,367 |
Agency Mortgage-Backed Securities | Fannie Mae |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | 54,418,283 | 76,656,831 |
Agency Mortgage-Backed Securities | Freddie Mac |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | 22,206,471 | 36,087,100 |
Agency Mortgage-Backed Securities | Ginnie Mae |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | $ 137,046 | $ 149,436 |
[1] | Excludes $144.2 million and $102.5 million at June 30, 2020 and December 31, 2019, respectively, of Agency mortgage-backed securities, $398.9 million and $468.0 million at June 30, 2020 and December 31, 2019, respectively, of non-Agency mortgage-backed securities and $381.3 million and $500.3 million at June 30, 2020 and December 31, 2019, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.
[2] | Derived from the audited consolidated financial statements at December 31, 2019.

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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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