BORROWINGS - Significant Counterparties of Repurchase Agreements (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2017	Dec. 31, 2016
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 971,225,000	$ 804,811,000
Percent of total amount outstanding	100.00%	100.00%
Weighted days to maturity	24 days	16 days
Market Value of collateral held	$ 1,040,598,558	$ 876,121,505
Wells Fargo Securities
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding		$ 33,666,000
Percent of total amount outstanding		4.18%
Weighted days to maturity		8 days
Market Value of collateral held		$ 57,627,433
North America
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 865,682,000	$ 703,788,000
Percent of total amount outstanding	89.13%	87.45%
Weighted days to maturity	25 days	16 days
Market Value of collateral held	$ 926,452,396	$ 742,690,286
Asia
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 103,392,000	$ 62,733,000
Percent of total amount outstanding	10.65%	7.79%
Weighted days to maturity	11 days	14 days
Market Value of collateral held	$ 109,268,474	$ 66,198,478
Europe
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 2,151,000	$ 4,624,000
Percent of total amount outstanding	0.22%	0.58%
Weighted days to maturity	81 days	44 days
Market Value of collateral held	$ 4,877,688	$ 9,605,308