ACQUISITION OF MTGE INVESTMENT CORP - Summary of Acquired Assets (Details) - USD ($) $ in Thousands		Sep. 07, 2018	Sep. 30, 2019	Dec. 31, 2018		Sep. 30, 2018
Net Assets:
Cash and cash equivalents	[1]		$ 1,793,921	$ 1,735,749	[2]
Securities			116,094,061	92,623,788
Real estate, net			725,508	739,473	[2]
Derivative assets			168,755	200,503	[2]
Reverse repurchase agreements			0	650,040	[2]
Receivable for unsettled trades			193,229	68,779	[2]	$ 1,266,840
Principal and interest receivable			483,744	357,365	[2]
Intangible assets, net			94,904	100,854	[2]
Other assets			381,189	333,988	[2]
Total assets			128,956,120	105,787,527	[2]
Repurchase agreements			102,682,104	81,115,874	[2]
Mortgages payable			485,657	511,056	[2]
Derivative liabilities			972,415	889,750	[2]
Interest payable			565,797	570,928	[2]
Dividends payable			359,491	394,129	[2]	$ 102,811
Other liabilities			99,214	74,580	[2]
Total liabilities			$ 113,732,416	$ 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
Principal and 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 $49.6 million and $30.4 million at September 30, 2019 and December 31, 2018, respectively.

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