MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($)	Mar. 31, 2020	Dec. 31, 2019
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 2,948,797,000	$ 3,590,921,000
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	2,908,703,000	3,506,232,000
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	40,094,000	84,689,000
Adjustable-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	984,000	1,014,000
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	2,734,310,000	3,206,013,000
Collateralized Mortgage Obligations [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	173,409,000	299,205,000
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	40,094,000	60,986,000
Inverse Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 0	$ 23,703,000