DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	$ 3,560	$ 21,048	$ (124)	$ (15,112)
Gain (loss) on settlement of derivatives	(18,756)	(18,925)	(58,326)	(63,699)
Total income (losses)	(15,196)	2,123	(58,450)	(78,811)
TBAs
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	(657)	10,502	880	(22)
Gain (loss) on settlement of derivatives	(16,579)	(15,922)	(45,989)	(55,159)
Interest Rate Caps
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	(1,083)	463	(1,353)	(3,683)
Gain (loss) on settlement of derivatives	322	0	(240)	(1,124)
Interest Rate Swaps
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	5,300	10,083	349	(11,407)
Gain (loss) on settlement of derivatives	$ (2,499)	$ (3,003)	$ (12,097)	$ (7,416)