INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details) - USD ($) $ in Thousands	3 Months Ended
Mar. 31, 2019	Mar. 31, 2018
Interest income
Residential securities	$ 709,774	$ 779,588
Residential mortgage loans	29,991	15,505
Commercial investment portfolio	100,952	72,457
Reverse repurchase agreements	25,469	11,937
Total interest income	866,186	879,487
Interest expense
Repurchase agreements	579,514	331,374
Debt issued by securitization vehicles	34,207	15,652
Other	33,974	20,395
Total interest expense	647,695	367,421
Net interest income	$ 218,491	$ 512,066

Interest expense securitized debt of Consolidated VIE.

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- Definition

Interest Income [Abstract]

+ References

No definition available.

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- Definition

Interest income commercial real estate debt and preferred equity.

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No definition available.

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- Definition

Interest income residential mortgage loans.

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No definition available.

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- Definition

Represents interest income, including any amortization and accretion (as applicable) of discounts and premiums, derived from securities backed by a pool of mortgages or trust deeds as well as agency debentures.

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No definition available.

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- Definition

Interest expense related to securities sold coupled with an agreement to repurchase the same from the same counterparty at a fixed or determinable price within a fixed or variable time period.

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No definition available.

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- Definition

Amount of the cost of borrowed funds accounted for as interest expense.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 835
-SubTopic 20
-Section 50
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=6450988&loc=d3e26243-108391

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 835
-SubTopic 30
-Section 45
-Paragraph 3
-URI http://asc.fasb.org/extlink&oid=64930785&loc=d3e28555-108399

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 225
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-04.9)
-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

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- Definition

Amount of interest expense classified as other.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4D
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624177-113959

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 225
-Section S99
-Paragraph 1
-Subparagraph -4
-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

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- Definition

The net amount of operating interest income (expense).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 225
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-04.10)
-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

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- Definition

Amount of operating interest income, including, but not limited to, amortization and accretion of premiums and discounts on securities.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 225
-SubTopic 10
-Section S99
-Paragraph 2
-Subparagraph (SX 210.5-03.1(e))
-URI http://asc.fasb.org/extlink&oid=63488584&loc=d3e20235-122688

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- Definition

Interest income derived from securities purchased under agreements to resell. The difference in the price at which the institution buys the securities and resells the securities represents interest for the use of the funds by the other party. Most repurchase and sale agreements involve obligations of the federal government or its agencies, but other financial instruments, such as commercial paper, banker's acceptances and negotiable certificates of deposits are sometimes used in such transactions.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 225
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-04.4)
-URI http://asc.fasb.org/extlink&oid=6879574&loc=d3e536633-122882

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