AVAILABLE-FOR-SALE SECURITIES - AFS Securities by Collateral Type (Details) - USD ($)		Sep. 30, 2017	Dec. 31, 2016
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities	[1]	$ 1,304,486,040	$ 870,929,601
Agency
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities		1,273,735,621	790,190,233
Agency | Federal Home Loan Mortgage Corporation
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities		524,557,546	326,958,046
Agency | Federal National Mortgage Association
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities		749,178,075	463,232,187
Non-Agency
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities		0	7,592,802
Multi-Family
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities		$ 30,750,419	$ 73,146,566

[1] Our consolidated balance sheets include assets and liabilities of consolidated variable interest entities ("VIEs") as the Company is the primary beneficiary of these VIEs. As of September 30, 2017 and December 31, 2016, assets of consolidated VIEs totaled $1,280,093,874 and $1,369,120,941 respectively, and the liabilities of consolidated VIEs totaled $1,253,353,428 and $1,344,404,080 respectively