MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($) $ in Thousands	Mar. 31, 2018	Dec. 31, 2017
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 3,745,784	$ 3,744,811
Residential Mortgage Backed Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,745,784	3,744,811
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,597,369	3,623,685
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	26,482	27,398
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	1,754	1,754
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	3,569,133	3,594,533
Residential Mortgage Backed Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	148,415	121,126
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	120,199	86,918
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	$ 28,216	$ 34,208