0000001 - Document - COVER PAGE link:presentationLink link:calculationLink link:definitionLink 9952151 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION link:presentationLink link:calculationLink link:definitionLink 9952152 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical) link:presentationLink link:calculationLink link:definitionLink 9952153 - Statement - CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) link:presentationLink link:calculationLink link:definitionLink 9952154 - Statement - CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY link:presentationLink link:calculationLink link:definitionLink 9952155 - Statement - CONSOLIDATED STATEMENTS OF CASH FLOWS link:presentationLink link:calculationLink link:definitionLink 9952156 - Disclosure - DESCRIPTION OF BUSINESS link:presentationLink link:calculationLink link:definitionLink 9952157 - Disclosure - BASIS OF PRESENTATION link:presentationLink link:calculationLink link:definitionLink 9952158 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES link:presentationLink link:calculationLink link:definitionLink 9952159 - Disclosure - FINANCIAL INSTRUMENTS link:presentationLink link:calculationLink link:definitionLink 9952160 - Disclosure - SECURITIES link:presentationLink link:calculationLink link:definitionLink 9952161 - Disclosure - LOANS link:presentationLink link:calculationLink link:definitionLink 9952162 - Disclosure - MORTGAGE SERVICING RIGHTS link:presentationLink link:calculationLink link:definitionLink 9952163 - Disclosure - VARIABLE INTEREST ENTITIES link:presentationLink link:calculationLink link:definitionLink 9952164 - Disclosure - DERIVATIVE INSTRUMENTS link:presentationLink link:calculationLink link:definitionLink 9952165 - Disclosure - FAIR VALUE MEASUREMENTS link:presentationLink link:calculationLink link:definitionLink 9952166 - Disclosure - INTANGIBLE ASSETS link:presentationLink link:calculationLink link:definitionLink 9952167 - Disclosure - SECURED FINANCING link:presentationLink link:calculationLink link:definitionLink 9952168 - Disclosure - CAPITAL STOCK link:presentationLink link:calculationLink link:definitionLink 9952169 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE link:presentationLink link:calculationLink link:definitionLink 9952170 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE link:presentationLink link:calculationLink link:definitionLink 9952171 - Disclosure - INCOME TAXES link:presentationLink link:calculationLink link:definitionLink 9952172 - Disclosure - SEGMENTS link:presentationLink link:calculationLink link:definitionLink 9952173 - Disclosure - RISK MANAGEMENT link:presentationLink link:calculationLink link:definitionLink 9952174 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES link:presentationLink link:calculationLink link:definitionLink 9952175 - Disclosure - SUBSEQUENT EVENTS link:presentationLink link:calculationLink link:definitionLink 9955511 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES (Policies) link:presentationLink link:calculationLink link:definitionLink 9955512 - Disclosure - DESCRIPTION OF BUSINESS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955513 - Disclosure - FINANCIAL INSTRUMENTS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955514 - Disclosure - SECURITIES (Tables) link:presentationLink link:calculationLink link:definitionLink 9955515 - Disclosure - LOANS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955516 - Disclosure - MORTGAGE SERVICING RIGHTS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955517 - Disclosure - VARIABLE INTEREST ENTITIES (Tables) link:presentationLink link:calculationLink link:definitionLink 9955518 - Disclosure - DERIVATIVE INSTRUMENTS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955519 - Disclosure - FAIR VALUE MEASUREMENTS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955520 - Disclosure - INTANGIBLE ASSETS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955521 - Disclosure - SECURED FINANCING (Tables) link:presentationLink link:calculationLink link:definitionLink 9955522 - Disclosure - CAPITAL STOCK (Tables) link:presentationLink link:calculationLink link:definitionLink 9955523 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE (Tables) link:presentationLink link:calculationLink link:definitionLink 9955524 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE (Tables) link:presentationLink link:calculationLink link:definitionLink 9955525 - Disclosure - INCOME TAXES (Tables) link:presentationLink link:calculationLink link:definitionLink 9955526 - Disclosure - SEGMENTS (Tables) link:presentationLink link:calculationLink link:definitionLink 9955527 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES (Tables) link:presentationLink link:calculationLink link:definitionLink 9955528 - Disclosure - DESCRIPTION OF BUSINESS (Details) link:presentationLink link:calculationLink link:definitionLink 9955529 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES (Details) link:presentationLink link:calculationLink link:definitionLink 9955530 - Disclosure - FINANCIAL INSTRUMENTS (Details) link:presentationLink link:calculationLink link:definitionLink 9955531 - Disclosure - SECURITIES - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955532 - Disclosure - SECURITIES - Summary of Residential Securities and CMBS (Details) link:presentationLink link:calculationLink link:definitionLink 9955533 - Disclosure - SECURITIES - Portfolio (Details) link:presentationLink link:calculationLink link:definitionLink 9955534 - Disclosure - SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) link:presentationLink link:calculationLink link:definitionLink 9955535 - Disclosure - SECURITIES - Weighted Average Life (Details) link:presentationLink link:calculationLink link:definitionLink 9955536 - Disclosure - SECURITIES - Unrealized Loss Position (Details) link:presentationLink link:calculationLink link:definitionLink 9955537 - Disclosure - SECURITIES - Realized Gain (Loss) (Details) link:presentationLink link:calculationLink link:definitionLink 9955538 - Disclosure - LOANS - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955539 - Disclosure - LOANS - Investment Loan Activity (Details) link:presentationLink link:calculationLink link:definitionLink 9955540 - Disclosure - LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details) link:presentationLink link:calculationLink link:definitionLink 9955541 - Disclosure - LOANS - Summary of Comprehensive Income (Loss) (Details) link:presentationLink link:calculationLink link:definitionLink 9955542 - Disclosure - LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details) link:presentationLink link:calculationLink link:definitionLink 9955543 - Disclosure - LOANS - Additional Data On Residential Mortgage Loans (Details) link:presentationLink link:calculationLink link:definitionLink 9955544 - Disclosure - MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details) link:presentationLink link:calculationLink link:definitionLink 9955545 - Disclosure - VARIABLE INTEREST ENTITIES - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955546 - Disclosure - VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details) link:presentationLink link:calculationLink link:definitionLink 9955547 - Disclosure - DERIVATIVE INSTRUMENTS - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955548 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) link:presentationLink link:calculationLink link:definitionLink 9955549 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) link:presentationLink link:calculationLink link:definitionLink 9955550 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) link:presentationLink link:calculationLink link:definitionLink 9955551 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Purchase and Sale Contracts for TBA Derivatives (Details) link:presentationLink link:calculationLink link:definitionLink 9955552 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) link:presentationLink link:calculationLink link:definitionLink 9955553 - Disclosure - DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) link:presentationLink link:calculationLink link:definitionLink 9955554 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details) link:presentationLink link:calculationLink link:definitionLink 9955555 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details) link:presentationLink link:calculationLink link:definitionLink 9955556 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details) link:presentationLink link:calculationLink link:definitionLink 9955557 - Disclosure - FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail) link:presentationLink link:calculationLink link:definitionLink 9955558 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) link:presentationLink link:calculationLink link:definitionLink 9955559 - Disclosure - INTANGIBLE ASSETS - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955560 - Disclosure - INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details) link:presentationLink link:calculationLink link:definitionLink 9955561 - Disclosure - SECURED FINANCING - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955562 - Disclosure - SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) link:presentationLink link:calculationLink link:definitionLink 9955563 - Disclosure - SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details) link:presentationLink link:calculationLink link:definitionLink 9955564 - Disclosure - CAPITAL STOCK - Schedule of Common Stock (Details) link:presentationLink link:calculationLink link:definitionLink 9955565 - Disclosure - CAPITAL STOCK - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955566 - Disclosure - CAPITAL STOCK - Schedule of Preferred Stock (Details) link:presentationLink link:calculationLink link:definitionLink 9955567 - Disclosure - CAPITAL STOCK - Summary of Dividend Distribution Activity (Details) link:presentationLink link:calculationLink link:definitionLink 9955568 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE (Details) link:presentationLink link:calculationLink link:definitionLink 9955569 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) link:presentationLink link:calculationLink link:definitionLink 9955570 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955571 - Disclosure - INCOME TAXES - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955572 - Disclosure - INCOME TAXES - Schedule of Income Tax Expense (Benefit) (Details) link:presentationLink link:calculationLink link:definitionLink 9955573 - Disclosure - INCOME TAXES - Effective Income Tax Rate Reconciliation (Details) link:presentationLink link:calculationLink link:definitionLink 9955574 - Disclosure - INCOME TAXES - Income Tax Paid (Details) link:presentationLink link:calculationLink link:definitionLink 9955575 - Disclosure - SEGMENTS - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955576 - Disclosure - SEGMENTS - Schedule of Segment Reporting (Details) link:presentationLink link:calculationLink link:definitionLink 9955577 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details) link:presentationLink link:calculationLink link:definitionLink 9955578 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Information Regarding Leases (Details) link:presentationLink link:calculationLink link:definitionLink 9955579 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Details of Future Lease Payments (Details) link:presentationLink link:calculationLink link:definitionLink 9955579 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Details of Future Lease Payments (Details) link:presentationLink link:calculationLink link:definitionLink 9955580 - Disclosure - SUBSEQUENT EVENTS (Details) link:presentationLink link:calculationLink link:definitionLink