OFFSETTING ASSETS AND LIABILITIES - Offsetting of Liabilties (Details) - USD ($)	Jun. 30, 2019	Dec. 31, 2018
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	$ 3,350,931,000	$ 3,030,999,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,350,931,000	3,030,999,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,296,858,000)	(3,018,018,000)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(43,420,000)	(10,776,000)
Net Amount Of Liabilities	10,653,000	2,205,000
Repurchase Agreement [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	3,329,527,000	3,025,052,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	3,329,527,000	3,025,052,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	(3,296,858,000)	(3,018,018,000)
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(32,669,000)	(7,034,000)
Net Amount Of Liabilities	0	0
Swap [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	21,060,000	2,205,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	21,060,000	2,205,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(10,638,000)	0
Net Amount Of Liabilities	10,422,000	2,205,000
TBA securities [Member]
Offsetting Liabilities [Line Items]
Gross Amount Of Recognized Liabilties	344,000	3,742,000
Gross Amount Of Liabilties Offset In The Balance Sheet	0	0
Net Amount Of Liabilities Presented In The Balance Sheet	344,000	3,742,000
Gross Amount Of Financial Instruments Posted Not Offset in Balance Sheet	0	0
Gross Amounts Of Cash Posted Not Offset In Balance Sheet	(113,000)	(3,742,000)
Net Amount Of Liabilities	$ 231,000	$ 0