DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)	9 Months Ended
	Sep. 30, 2017	Dec. 31, 2016
TBAs | Short
Derivative [Line Items]
Derivative asset, notional amount	$ 2,731,000,000	$ 3,465,500,000
TBAs | Long
Derivative [Line Items]
Derivative asset, notional amount	1,730,000,000	2,125,552,000
Interest Rate Caps
Derivative [Line Items]
Derivative asset, notional amount	$ 897,500,000	1,185,000,000
Weighted average maturity (in months)	11 months
Interest Rate Swaps
Derivative [Line Items]
Derivative liability, notional amount	$ 3,713,500,000	$ 3,640,000,000
Weighted average maturity (in months)	26 months
Weighted average fixed pay rate	1.68%
Interest Rate Cap, Contract One
Derivative [Line Items]
Derivative, cap interest rate	0.50%
Notional amount of derivatives	$ 550,000,000
Interest Rate Cap, Contract Two
Derivative [Line Items]
Derivative, cap interest rate	0.75%
Notional amount of derivatives	$ 12,500,000.0
Interest Rate Cap, Contract Three
Derivative [Line Items]
Derivative, cap interest rate	2.00%
Notional amount of derivatives	$ 185,000,000
Interest Rate Cap, Contract Four
Derivative [Line Items]
Derivative, cap interest rate	4.00%
Notional amount of derivatives	$ 150,000,000