DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	$ 2,446	$ 4,326
Gain (loss) on settlement of investments, net	37,363	(11,836)
Total income (losses)	39,809	(7,510)
TBAs
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	1,994	123
Gain (loss) on settlement of investments, net	15,436	(6,801)
Interest Rate Caps
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	486	573
Gain (loss) on settlement of investments, net	(733)	(562)
Interest Rate Swaps
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	(34)	3,630
Gain (loss) on settlement of investments, net	$ 22,660	$ (4,473)