Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Details)

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INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Details) - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Non-Agency    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 15,405,150 $ 12,727,667
Percentage of Total Outstanding 100.00% 100.00%
Non-Agency | Western U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 5,702,939 $ 4,882,136
Percentage of Total Outstanding 37.00% 38.40%
Non-Agency | Southeastern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 3,693,161 $ 3,005,519
Percentage of Total Outstanding 24.00% 23.60%
Non-Agency | Northeastern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 3,101,220 $ 2,555,514
Percentage of Total Outstanding 20.10% 20.10%
Non-Agency | Midwestern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 1,709,037 $ 1,337,980
Percentage of Total Outstanding 11.10% 10.50%
Non-Agency | Southwestern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 1,081,426 $ 927,647
Percentage of Total Outstanding 7.00% 7.30%
Non-Agency | Other U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 117,367 $ 18,871
Percentage of Total Outstanding 0.80% 0.10%
Consumer Loan | Bonds    
Debt Securities, Available-for-sale [Line Items]    
Face amount of investment $ 58,200 $ 29,700
Corporate Loan | Bonds    
Debt Securities, Available-for-sale [Line Items]    
Face amount of investment $ 85,000 $ 0