Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Notional Amount (Details)

v3.10.0.1
DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)
6 Months Ended
Jun. 30, 2018
Dec. 31, 2017
TBAs | Short    
Derivative [Line Items]    
Derivative liability, notional amount $ 2,217,500,000 $ 3,101,100,000
TBAs | Long    
Derivative [Line Items]    
Derivative liability, notional amount 1,110,400,000 1,014,000,000
Interest Rate Caps    
Derivative [Line Items]    
Derivative asset, notional amount $ 162,500,000 772,500,000
Weighted average maturity (in months) 7 months  
Interest Rate Swaps    
Derivative [Line Items]    
Derivative liability, notional amount $ 4,200,000,000 $ 0
Weighted average maturity (in months) 36 months  
Weighted average fixed pay rate 2.85%  
Interest Rate Cap, Contract Two    
Derivative [Line Items]    
Derivative, cap interest rate 4.00%  
Notional amount of derivatives $ 12,500,000.0  
Interest Rate Cap, Contract Three    
Derivative [Line Items]    
Derivative, cap interest rate 4.00%  
Notional amount of derivatives $ 150,000,000