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)

v3.10.0.1
INVESTMENTS IN REAL ESTATE AND OTHER SECURITIES - Summary of the Geographic Distribution of the Collateral Securing Non-Agency RMBS (Details) - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Non-Agency    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 17,833,003 $ 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 $ 6,439,635 $ 4,882,136
Percentage of Total Outstanding 36.10% 38.40%
Non-Agency | Southeastern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 4,231,388 $ 3,005,519
Percentage of Total Outstanding 23.70% 23.60%
Non-Agency | Northeastern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 3,515,723 $ 2,555,514
Percentage of Total Outstanding 19.70% 20.10%
Non-Agency | Midwestern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 1,958,309 $ 1,337,980
Percentage of Total Outstanding 11.00% 10.50%
Non-Agency | Southwestern U.S.    
Debt Securities, Available-for-sale [Line Items]    
Outstanding Face Amount $ 1,242,546 $ 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 $ 445,402 $ 18,871
Percentage of Total Outstanding 2.50% 0.10%
Consumer Loan | Bonds    
Debt Securities, Available-for-sale [Line Items]    
Face amount of investment $ 62,200 $ 29,700
Corporate Loan | Bonds    
Debt Securities, Available-for-sale [Line Items]    
Face amount of investment $ 85,000 $ 0