ACQUISITION OF MTGE INVESTMENT CORP - Summary of Acquired Assets (Details) - USD ($) $ in Thousands		9 Months Ended
	Sep. 07, 2018	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Consideration Transferred:
Cash		$ 258,334	$ 0
Net Assets:
Cash and cash equivalents		1,082,747		$ 706,589
Securities		91,338,611		92,563,572
Real estate, net		753,014		485,953
Derivative assets		404,841		313,885
Reverse repurchase agreements		1,234,704		0
Receivable for unsettled trades		1,266,840	340,033	1,232
Interest receivable		347,278		323,526
Intangible assets, net		103,043		95,035
Other assets		329,868		384,117
Total assets		105,961,803		101,760,050	[1]
Repurchase agreements		79,073,026		77,696,343
Mortgages payable		511,588		309,686
Derivative liabilities		379,794		607,854
Interest payable		399,605		253,068
Dividends payable		102,811	$ 326,425	347,876
Other liabilities		125,606		207,770
Total liabilities		$ 91,005,947		$ 86,888,477	[1]
Mountain Merger Sub Corporation
Consideration Transferred:
Cash	$ 450,287
Equity issued	455,900
Total consideration	961,230
Net Assets:
Cash and cash equivalents	191,953
Securities	4,111,930
Real estate, net	277,648
Derivative assets	18,629
Reverse repurchase agreements	938,251
Receivable for unsettled trades	6,809
Principal receivable	44,462
Interest receivable	14,282
Intangible assets, net	14,483
Other assets	50,105
Total assets	5,668,552
Repurchase agreements	3,561,816
Mortgages payable	201,629
U.S. Treasury securities sold, not yet purchased	934,149
Derivative liabilities	2,498
Interest payable	22,220
Dividends payable	819
Other liabilities	28,715
Total liabilities	4,751,846
Net assets acquired	916,706
Common Stock | Mountain Merger Sub Corporation
Consideration Transferred:
Equity issued	455,943
Preferred Stock | Mountain Merger Sub Corporation
Consideration Transferred:
Equity issued	$ 55,000

[1] Derived from the audited consolidated financial statements at December 31, 2017.