DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Forward Starting Pay Fixed Swaps
Notional
Notional	$ 0	$ 8,100,000,000
TBA derivatives
Notional
Notional		15,578,000,000
Implied Cost Basis		16,127,022,000
Implied Market Value		16,134,313,000
Net Carrying Value		7,291,000
TBA derivatives | Purchase contracts
Notional
Purchase contracts	8,954,000,000	15,828,000,000
Implied Cost Basis	9,107,423,000	16,381,826,000
Implied Market Value	9,132,632,000	16,390,251,000
Net Carrying Value	$ 25,209,000	8,425,000
TBA derivatives | Sale contracts
Notional
Sale contracts		(250,000,000)
Implied Cost Basis		(254,804,000)
Implied Market Value		(255,938,000)
Net Carrying Value		$ (1,134,000)