BORROWINGS - Significant Counterparties of Repurchase Agreements (Details) - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 1,146,628,000	$ 804,811,000
Percent of total amount outstanding	100.00%	100.00%
Weighted days to maturity	16 days	16 days
Market Value of collateral held	$ 1,212,027,963	$ 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	$ 985,879,000	$ 703,788,000
Percent of total amount outstanding	85.98%	87.45%
Weighted days to maturity	15 days	16 days
Market Value of collateral held	$ 1,043,014,162	$ 742,690,286
Asia
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 157,574,000	$ 62,733,000
Percent of total amount outstanding	13.74%	7.79%
Weighted days to maturity	15 days	14 days
Market Value of collateral held	$ 164,314,918	$ 66,198,478
Europe
Repurchase Agreement Counterparty [Line Items]
Amount Outstanding	$ 3,175,000	$ 4,624,000
Percent of total amount outstanding	0.28%	0.58%
Weighted days to maturity	81 days	44 days
Market Value of collateral held	$ 4,698,883	$ 9,605,308