MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 3,930,340	$ 3,022,174
Residential Mortgage Backed Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,930,340	3,022,174
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,784,642	2,874,215
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member] | Hybrid Adjustable- rate Mortgages [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	42,201	45,459
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member] | Adjustable-rate Mortgages [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	1,783	2,062
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member] | Fixed-rate Mortgages [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,740,658	2,826,694
Residential Mortgage Backed Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	145,698	147,959
Residential Mortgage Backed Securities [Member] | Total Strucutured RMBS Certificates [Member] | Interest-Only Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	90,551	69,726
Residential Mortgage Backed Securities [Member] | Total Strucutured RMBS Certificates [Member] | Inverse Interest-Only Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 55,147	$ 78,233