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FAIR VALUE - Financial Instruments Other than Debt Securities (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Financial assets [Abstract]    
Residential mortgage loans $ 11,235,803 $ 11,965,381
Derivatives at fair value 1,267  
Carrying Amount [Member] | Level 2 [Member]    
Financial assets [Abstract]    
Residential mortgage loans 840 1,425
Financial liabilities [Abstract]    
Unsecured borrowings 98,367 98,292
Carrying Amount [Member] | Level 3 [Member]    
Financial assets [Abstract]    
Lending counterparty investments   5,002
Fair Value [Member] | Level 2 [Member]    
Financial assets [Abstract]    
Residential mortgage loans 900 1,400
Financial liabilities [Abstract]    
Unsecured borrowings 61,600 76,600
Fair Value [Member] | Level 3 [Member]    
Financial assets [Abstract]    
Lending counterparty investments   5,002
Interest Rate Swap Agreements [Member] | Carrying Amount [Member] | Secured Borrowings [Member] | Level 2 [Member]    
Financial assets [Abstract]    
Secured borrowings-related interest rate swap agreements 492  
Interest Rate Swap Agreements [Member] | Carrying Amount [Member] | Unsecured Borrowings [Member] | Level 2 [Member]    
Financial liabilities [Abstract]    
Interest rate swap agreements 35,515 17,834
Interest Rate Swap Agreements [Member] | Fair Value [Member] | Secured Borrowings [Member] | Level 2 [Member]    
Financial assets [Abstract]    
Secured borrowings-related interest rate swap agreements 492  
Interest Rate Swap Agreements [Member] | Fair Value [Member] | Unsecured Borrowings [Member] | Level 2 [Member]    
Financial liabilities [Abstract]    
Interest rate swap agreements 35,515 $ 17,834
Eurodollar Futures Contract [Member] | Carrying Amount [Member] | Fair Value, Inputs, Level 1 [Member]    
Financial assets [Abstract]    
Derivatives at fair value 775  
Eurodollar Futures Contract [Member] | Fair Value [Member] | Fair Value, Inputs, Level 1 [Member]    
Financial assets [Abstract]    
Derivatives at fair value $ 775