OFFSETTING ASSETS AND LIABILITIES - Offsetting of Liabilties (Details) - USD ($)	Dec. 31, 2018	Dec. 31, 2017
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	$ 3,030,999,000	$ 3,535,824,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,030,999,000	3,535,824,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,018,018,000)	(3,508,490,000)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(10,776,000)	(26,804,000)
Net Amount Of Liabilities	2,205,000	530,000
Repurchase Agreement [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	3,025,052,000	3,533,786,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,025,052,000	3,533,786,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,018,018,000)	(3,508,490,000)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(7,034,000)	(25,296,000)
Net Amount Of Liabilities	0	0
Swap [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	2,205,000	215,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	2,205,000	215,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	0	0
Net Amount Of Liabilities	2,205,000	215,000
TBA securities [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	3,742,000	1,823,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,742,000	1,823,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(3,742,000)	(1,508,000)
Net Amount Of Liabilities	$ 0	$ 315,000