ACQUISITION OF MTGE INVESTMENT CORP - Summary of Acquired Assets (Details) - USD ($) $ in Thousands		Sep. 07, 2018	Mar. 31, 2019	Dec. 31, 2018		Mar. 31, 2018
Net Assets:
Cash and cash equivalents	[1]		$ 1,522,605	$ 1,735,749	[2]
Securities			104,993,271	92,623,788
Real estate, net			734,239	739,473	[2]
Derivative assets			148,178	200,503	[2]
Reverse repurchase agreements			523,449	650,040	[2]
Receivable for unsettled trades			1,574,251	68,779	[2]	$ 45,126
Interest receivable			390,930	357,365	[2]
Intangible assets, net			98,551	100,854	[2]
Other assets			441,706	333,988	[2]
Total assets			119,172,549	105,787,527	[2]
Repurchase agreements			88,554,170	81,115,874	[2]
Mortgages payable			510,386	511,056	[2]
Derivative liabilities			775,980	889,750	[2]
Interest payable			424,391	570,928	[2]
Dividends payable			434,431	394,129	[2]	$ 347,897
Other liabilities			89,982	74,580	[2]
Total liabilities			$ 103,391,105	$ 91,669,726	[2]
Mountain Merger Sub Corporation
Consideration Transferred:
Cash		$ 450,287
Equity issued		455,900
Total consideration		961,230
Net Assets:
Cash and cash equivalents		191,953
Securities		4,111,930
Real estate, net		277,648
Derivative assets		18,629
Reverse repurchase agreements		938,251
Receivable for unsettled trades		6,809
Principal receivable		44,462
Interest receivable		14,282
Intangible assets, net		14,483
Other assets		50,105
Total assets		5,668,552
Repurchase agreements		3,561,816
Mortgages payable		201,629
U.S. Treasury securities sold, not yet purchased		934,149
Derivative liabilities		2,498
Interest payable		22,220
Dividends payable		819
Other liabilities		28,715
Total liabilities		4,751,846
Net assets acquired		916,706
Common Stock | Mountain Merger Sub Corporation
Consideration Transferred:
Equity issued		455,943
Preferred Stock | Mountain Merger Sub Corporation
Consideration Transferred:
Equity issued		$ 55,000

[1] (2) Includes cash of consolidated Variable Interest Entities (“VIEs”) of $40.7 million and $30.4 million at March 31, 2019 and December 31, 2018, respectively.

[2] (1) Derived from the audited consolidated financial statements at December 31, 2018.