MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($)	Sep. 30, 2018	Dec. 31, 2017
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 3,513,956,000	$ 3,744,811,000
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	3,378,940,000	3,623,685,000
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	135,016,000	121,126,000
Adjustable-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	1,437,000	1,754,000
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	2,616,916,000	3,594,533,000
Collateralized Mortgage Obligations [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	760,587,000	0
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	111,929,000	86,918,000
Inverse Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 23,087,000	$ 34,208,000