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RESIDENTIAL MORTGAGE INVESTMENTS - Additional Information (Details)
$ in Millions
6 Months Ended
Jun. 30, 2017
USD ($)
Financing Receivable, Recorded Investment [Line Items]  
Mortgage securities weighted average contractual maturity 288 months
Available for sale ARM securities, current-reset $ 7,030
Available for sale ARM securities, longer-to-reset $ 6,470
Current-Reset ARMs [Member]  
Financing Receivable, Recorded Investment [Line Items]  
Agency securities average months to roll 6 months 6 days
Current-Reset ARMs [Member] | Maximum [Member]  
Financing Receivable, Recorded Investment [Line Items]  
Agency securities months to roll 18 months
Longer-To-Reset ARMs [Member]  
Financing Receivable, Recorded Investment [Line Items]  
Agency securities average months to roll 42 months 12 days
Longer-To-Reset ARMs [Member] | Minimum [Member]  
Financing Receivable, Recorded Investment [Line Items]  
Agency securities months to roll 18 months