OFFSETTING ASSETS AND LIABILITIES - Offsetting of Liabilties (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	$ 3,712,668	$ 2,795,687
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,712,668	2,795,687
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,698,078)	(2,782,870)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(13,436)	(12,485)
Net Amount Of Liabilities	1,154	332
Repurchase Agreement [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	3,710,077	2,793,705
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,710,077	2,793,705
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,698,078)	(2,782,870)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(11,999)	(10,835)
Net Amount Of Liabilities	0	0
Swap [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	2,591	802
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	2,591	802
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(1,437)	(802)
Net Amount Of Liabilities	1,154	0
TBA securities [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	0	1,180
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	0	1,180
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	0	(848)
Net Amount Of Liabilities	$ 0	$ 332