OFFSETTING ASSETS AND LIABILITIES - Offsetting of Liabilties (Details) - USD ($) $ in Thousands	Jun. 30, 2018	Dec. 31, 2017
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	$ 3,452,094	$ 3,535,824
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,452,094	3,535,824
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,426,761)	(3,508,490)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(25,143)	(26,804)
Net Amount Of Liabilities	190	530
Repurchase Agreement [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	3,449,854	3,533,786
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,449,854	3,533,786
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,426,761)	(3,508,490)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(23,093)	(25,296)
Net Amount Of Liabilities	0	0
Swap [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties		215
Gross Amount Of Liabilties Offset In The Balance Sheet		0
Net Amount Of Liabilities Presented In The Balance Sheet		215
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet		0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet		0
Net Amount Of Liabilities		215
TBA securities [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	2,240	1,823
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	2,240	1,823
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(2,050)	(1,508)
Net Amount Of Liabilities	$ 190	$ 315