MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($)	Dec. 31, 2019	Dec. 31, 2018
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 3,590,921,000	$ 3,014,503,000
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,506,232,000	2,874,337,000
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	84,689,000	140,166,000
Adjustable-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	1,014,000	1,437,000
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,206,013,000	2,130,974,000
Collateralized Mortgage Obligations [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	299,205,000	741,926,000
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	60,986,000	116,415,000
Inverse Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 23,703,000	$ 23,751,000