DEBT OBLIGATIONS, NET - Schedule of Company's Debt Obligations (Details)		9 Months Ended	12 Months Ended
	Mar. 21, 2017 Extension	Sep. 30, 2017 USD ($) Extension	Dec. 31, 2016 USD ($) Extension	Feb. 22, 2017 USD ($)	Aug. 03, 2016 USD ($) Extension	Jul. 01, 2016 USD ($)	Jun. 28, 2016 USD ($)	Apr. 19, 2016 Extension
Assets Sold under Agreements to Repurchase [Line Items]
Gross amounts of recognized liabilities		$ 913,137,000	$ 1,107,185,000
Secured and unsecured debt obligations		4,828,027,000
Carrying Amount of Collateral		0	0
Committed Loan Repurchase Facility
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		1,650,000,000	1,650,000,000
Gross amounts of recognized liabilities		696,394,000	567,163,000
Committed but Unfunded		953,606,000	1,082,837,000
Carrying Amount of Collateral		1,127,698,000	961,791,000
Fair Value of Collateral		1,136,570,000	965,888,000
Committed Loan Repurchase Facility | 10/1/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		600,000,000
Gross amounts of recognized liabilities		283,389,000
Committed but Unfunded		316,611,000
Carrying Amount of Collateral		400,242,000
Fair Value of Collateral		$ 407,091,000
Number of extension maturity periods | Extension		2
Length of extension options		12 months
Length of additional extension maturity periods	12 months
Committed Loan Repurchase Facility | 10/1/2020 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.98%
Committed Loan Repurchase Facility | 10/1/2020 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.73%
Committed Loan Repurchase Facility | 10/30/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement			600,000,000
Gross amounts of recognized liabilities			183,604,000
Committed but Unfunded			416,396,000
Carrying Amount of Collateral			292,628,000
Fair Value of Collateral			$ 293,618,000
Number of extension maturity periods | Extension			3
Length of extension options			12 months
Committed Loan Repurchase Facility | 10/30/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			2.45%
Committed Loan Repurchase Facility | 10/30/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			3.27%
Committed Loan Repurchase Facility | 5/24/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 450,000,000
Gross amounts of recognized liabilities		179,645,000
Committed but Unfunded		270,355,000
Carrying Amount of Collateral		320,363,000
Fair Value of Collateral		$ 322,386,000
Number of extension maturity periods | Extension		3						2
Length of extension options		12 months
Committed Loan Repurchase Facility | 5/24/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.41%
Committed Loan Repurchase Facility | 5/24/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.41%
Committed Loan Repurchase Facility | 5/24/2017
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement			$ 450,000,000
Gross amounts of recognized liabilities			184,158,000
Committed but Unfunded			265,842,000
Carrying Amount of Collateral			286,848,000
Fair Value of Collateral			$ 288,267,000
Number of extension maturity periods | Extension			3
Length of extension options			12 months
Committed Loan Repurchase Facility | 5/24/2017 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			2.95%
Committed Loan Repurchase Facility | 5/24/2017 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			3.70%
Committed Loan Repurchase Facility | 4/10/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 300,000,000		$ 300,000,000.0
Gross amounts of recognized liabilities		132,441,000
Committed but Unfunded		167,559,000
Carrying Amount of Collateral		254,663,000
Fair Value of Collateral		$ 254,663,000
Number of extension maturity periods | Extension		2
Number of additional extension maturity periods | Extension	1	1
Length of additional extension maturity periods	364 days	364 days
Committed Loan Repurchase Facility | 4/10/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.49%
Committed Loan Repurchase Facility | 4/10/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.49%
Committed Loan Repurchase Facility | 4/9/2017
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement			$ 400,000,000
Gross amounts of recognized liabilities			100,979,000
Committed but Unfunded			299,021,000
Carrying Amount of Collateral			235,878,000
Fair Value of Collateral			$ 236,696,000
Number of extension maturity periods | Extension			2
Length of extension options			364 days
Committed Loan Repurchase Facility | 4/9/2017 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			2.95%
Committed Loan Repurchase Facility | 4/9/2017 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			3.99%
Committed Loan Repurchase Facility | 2/29/2020
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 200,000,000
Gross amounts of recognized liabilities		69,549,000
Committed but Unfunded		130,451,000
Carrying Amount of Collateral		109,096,000
Fair Value of Collateral		$ 109,096,000
Number of extension maturity periods | Extension		1
Length of extension options		12 months
Number of additional extension maturity periods | Extension		2
Length of additional extension maturity periods		6 months
Committed Loan Repurchase Facility | 2/29/2020 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.50%
Committed Loan Repurchase Facility | 2/29/2020 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.25%
Committed Loan Repurchase Facility | 6/28/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 100,000,000	$ 100,000,000				$ 100,000,000.0
Gross amounts of recognized liabilities		31,370,000	27,132,000
Committed but Unfunded		$ 68,630,000	72,868,000
Interest rate		3.73%
Carrying Amount of Collateral		$ 43,334,000	36,166,000
Fair Value of Collateral		43,334,000	$ 36,410,000
Committed Loan Repurchase Facility | 6/28/2019 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			2.90%
Committed Loan Repurchase Facility | 6/28/2019 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			3.13%
Committed Loan Repurchase Facility | 8/2/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement			$ 100,000,000		$ 100,000,000.0
Gross amounts of recognized liabilities			71,290,000
Committed but Unfunded			28,710,000
Carrying Amount of Collateral			110,271,000
Fair Value of Collateral			$ 110,897,000
Number of extension maturity periods | Extension			1		1
Length of extension options			12 months
Number of additional extension maturity periods | Extension			2		2
Length of additional extension maturity periods			6 months
Committed Loan Repurchase Facility | 8/2/2019 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			2.93%
Committed Loan Repurchase Facility | 8/2/2019 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			3.68%
Committed Securities Repurchase Facility
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		400,000,000.0
Committed Securities Repurchase Facility | 9/30/2019
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		400,000,000
Gross amounts of recognized liabilities		116,626,000
Committed but Unfunded		283,374,000
Carrying Amount of Collateral		137,503,000
Fair Value of Collateral		$ 137,503,000
Committed Securities Repurchase Facility | 9/30/2019 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		1.23%
Committed Securities Repurchase Facility | 9/30/2019 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.34%
Committed Securities Repurchase Facility | 7/1/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement			$ 400,000,000			$ 400,000,000.0
Gross amounts of recognized liabilities			228,317,000
Committed but Unfunded			171,683,000
Carrying Amount of Collateral			272,402,000
Fair Value of Collateral			$ 272,402,000
Committed Securities Repurchase Facility | 7/1/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			1.00%
Committed Securities Repurchase Facility | 7/1/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate			2.59%
Uncommitted Securities Repurchase Facility | Various Dates
Assets Sold under Agreements to Repurchase [Line Items]
Gross amounts of recognized liabilities		$ 100,117,000	$ 311,705,000
Carrying Amount of Collateral		115,145,000	368,638,000
Fair Value of Collateral		115,145,000	$ 368,638,000
Purchase, not reflected in consolidated financial statement		$ 30,100,000
Uncommitted Securities Repurchase Facility | Various Dates | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		1.40%	1.00%
Uncommitted Securities Repurchase Facility | Various Dates | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		3.09%	2.41%
Total Repurchase Facilities
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 2,050,000,000	$ 2,050,000,000
Gross amounts of recognized liabilities		913,137,000	1,107,185,000
Committed but Unfunded		1,236,980,000	1,254,520,000
Carrying Amount of Collateral		1,380,346,000	1,602,831,000
Fair Value of Collateral		1,389,218,000	1,606,928,000
Revolving Credit Facility | 2/11/2018
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		215,508,000
Gross amounts of recognized liabilities		76,000,000
Committed but Unfunded		$ 139,508,000
Revolving Credit Facility | 2/11/2018 | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.73%
Revolving Credit Facility | 2/11/2018 | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		6.50%
Revolving Credit Facility | 2/11/2017
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement			143,000,000
Gross amounts of recognized liabilities			25,000,000
Committed but Unfunded			$ 118,000,000
Interest rate			3.16%
Number of extension maturity periods | Extension			2
Length of extension options			12 months
Mortgage Loan Financing | Various Dates
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 587,490,000	$ 590,106,000
Gross amounts of recognized liabilities		587,490,000	590,106,000
Committed but Unfunded		0	0
Carrying Amount of Collateral		736,056,000	757,468,000
Fair Value of Collateral		$ 879,598,000	$ 875,160,000
Mortgage Loan Financing | Various Dates | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		4.25%	4.25%
Mortgage Loan Financing | Various Dates | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		6.75%	6.75%
Participation Financing - Mortgage Loan Receivable | 12/6/2017
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		$ 3,368,000
Gross amounts of recognized liabilities		3,368,000
Committed but Unfunded		$ 0
Stated interest rate on debt instrument (as a percent)		17.00%
Carrying Amount of Collateral		$ 3,368,000
Fair Value of Collateral		3,368,000
Borrowings from the FHLB | Various Dates
Assets Sold under Agreements to Repurchase [Line Items]
Committed amount on master repurchase agreement		2,000,000,000	$ 1,998,931,000
Gross amounts of recognized liabilities		1,464,000,000	1,660,000,000
Committed but Unfunded		536,000,000	338,931,000
Carrying Amount of Collateral		1,995,211,000	2,162,779,000
Fair Value of Collateral		$ 2,005,617,000	$ 2,167,017,000
Borrowings from the FHLB | Various Dates | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		0.87%	0.43%
Borrowings from the FHLB | Various Dates | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Interest rate		2.74%	2.74%
Senior Unsecured Notes
Assets Sold under Agreements to Repurchase [Line Items]
Unamortized debt issuance costs		$ 13,649,000
Senior Unsecured Notes | Various Dates
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued		1,166,201,000	$ 563,872,000
Senior unsecured notes		1,152,552,000	559,847,000
Committed but Unfunded		0	0
Unamortized debt issuance costs		$ 13,600,000	$ 4,000,000.0
Senior Unsecured Notes | Various Dates | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Stated interest rate on debt instrument (as a percent)		5.25%	5.875%
Senior Unsecured Notes | Various Dates | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Stated interest rate on debt instrument (as a percent)		5.875%	7.375%
Total Secured and Unsecured Debt Obligations
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued		$ 6,022,567,000	$ 5,345,909,000
Secured and unsecured debt obligations		4,196,547,000	3,942,138,000
Committed but Unfunded		1,912,488,000	1,711,451,000
Carrying Amount of Collateral		4,114,981,000	4,523,078,000
Fair Value of Collateral		4,277,801,000	4,649,105,000
Liability for transfers not considered sales
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued		631,480,000
Secured and unsecured debt obligations		631,480,000
Committed but Unfunded		0
Carrying Amount of Collateral		705,076,000
Fair Value of Collateral		717,352,000
Unamortized debt issuance costs		$ 4,776,000
Liability for transfers not considered sales | Various Dates | Minimum
Assets Sold under Agreements to Repurchase [Line Items]
Stated interest rate on debt instrument (as a percent)		4.10%
Liability for transfers not considered sales | Various Dates | Maximum
Assets Sold under Agreements to Repurchase [Line Items]
Stated interest rate on debt instrument (as a percent)		5.88%
Total Debt Obligations
Assets Sold under Agreements to Repurchase [Line Items]
Debt issued		$ 6,654,047,000	5,345,909,000
Secured and unsecured debt obligations		4,828,027,000	3,942,138,000
Committed but Unfunded		1,912,488,000	1,711,451,000
Carrying Amount of Collateral		4,820,057,000	4,523,078,000
Fair Value of Collateral		$ 4,995,153,000	$ 4,649,105,000