MORTGAGE-BACKED SECURITIES - RMBS portfolio by contractual maturities (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Greater than five years and less than ten years	$ 2,681	$ 5,696
Greater than or equal to ten years	3,085,833	3,008,807
Total mortgage-backed securities	$ 3,088,514	$ 3,014,503

The aggregate fair value as of the balance sheet date of financial instruments and other positions owned by the entity including: (1) mortgages, mortgage-backed and asset backed securities; (2) US government and agency obligations; (3) state and municipal government obligations; (4) other sovereign government debt; (5) corporate obligations; (6) corporate equities; (7) principal investments; (8) derivative contracts; and (9) physical commodities. Includes both pledged and unpledged holdings.

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

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Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant