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BORROWINGS - Types of Repurchase Agreements (Details)
Dec. 31, 2017
USD ($)
Repurchase Agreements  
Amount outstanding $ 1,234,522,000
Weighted average interest rate, percentage 1.56%
Market value of collateral held $ 1,295,225,428
Agency  
Repurchase Agreements  
Amount outstanding $ 1,228,349,000
Weighted average interest rate, percentage 1.55%
Market value of collateral held $ 1,285,083,649
Non-Agency  
Repurchase Agreements  
Amount outstanding $ 2,555,000
Weighted average interest rate, percentage 3.38%
Market value of collateral held $ 4,399,779
Multi-Family  
Repurchase Agreements  
Amount outstanding $ 3,618,000
Weighted average interest rate, percentage 3.16%
Market value of collateral held $ 5,742,000