MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($)	Jun. 30, 2018	Dec. 31, 2017
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 3,689,596,000	$ 3,744,811,000
Residential Mortgage Backed Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,689,596,000	3,744,811,000
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,547,711,000	3,623,685,000
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	24,684,000	27,398,000
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	1,718,000	1,754,000
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	2,978,653,000	3,594,533,000
Residential Mortgage Backed Securities [Member] | Total Pass Through Certificates [Member] | Collateralized Mortgage Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	542,656,000	0
Residential Mortgage Backed Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	141,885,000	121,126,000
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	116,181,000	86,918,000
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	$ 25,704,000	$ 34,208,000