Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Schedule of Derivatives - Notional Amount (Details)

v3.7.0.1
DERIVATIVES - Schedule of Derivatives - Notional Amount (Details) - Not Designated as Hedging Instrument [Member] - USD ($)
6 Months Ended
Jun. 30, 2017
Dec. 31, 2016
TBAs [Member] | Short [Member]    
Derivative [Line Items]    
Derivative asset, notional amount $ 4,345,000,000 $ 3,465,500,000
TBAs [Member] | Long [Member]    
Derivative [Line Items]    
Derivative asset, notional amount 2,597,000,000 2,125,552,000
Interest Rate Caps [Member]    
Derivative [Line Items]    
Derivative asset, notional amount $ 897,500,000 1,185,000,000
Weighted average maturity (in months) 14 months  
Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative liability, notional amount $ 5,025,500,000 $ 3,640,000,000
Weighted average maturity (in months) 24 months  
Weighted average fixed pay rate 1.57%  
Interest Rate Cap, Contract One [Member]    
Derivative [Line Items]    
Derivative, cap interest rate 0.50%  
Notional amount of derivatives $ 550,000,000  
Interest Rate Cap, Contract Two [Member]    
Derivative [Line Items]    
Derivative, cap interest rate 0.75%  
Notional amount of derivatives $ 12,500,000.0  
Interest Rate Cap, Contract Three [Member]    
Derivative [Line Items]    
Derivative, cap interest rate 2.00%  
Notional amount of derivatives $ 185,000,000  
Interest Rate Cap, Contract Four [Member]    
Derivative [Line Items]    
Derivative, cap interest rate 4.00%  
Notional amount of derivatives $ 150,000,000