DEBT OBLIGATIONS - Narrative (Details) $ in Thousands	Mar. 31, 2017 USD ($) agreement
Debt Instrument [Line Items]
Face amount of debt	$ 13,858,564
Repurchase Agreements [Member] | Total Repurchase Agreements [Member]
Debt Instrument [Line Items]
Face amount of debt	$ 6,280,595	[1]
Stockholders' Equity, Total [Member] | Counterpary Concentration Risk [Member] | Repurchase Agreements [Member]
Debt Instrument [Line Items]
Number of repurchase agreements, outstanding | agreement	0

[1] These repurchase agreements had approximately $10.7 million of associated accrued interest payable as of March 31, 2017.