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DERIVATIVE FINANCIAL INTSTRUMENTS - Summary of Outstanding Swaptions (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2017
Dec. 31, 2016
Derivatives, Fair Value [Line Items]    
Assets, at Fair Value $ 16,871 $ 10,365
Payer Swaption [Member] | Less Than Or Equal To One Year [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost 2,367  
Assets, at Fair Value $ 3,194  
Derivative Instruments Average Months To Expiration 11 months  
Notional Amount $ 200,000  
Derivative Average Fixed Interest Rate 2.16%  
Derivative Avergage Receive Rate 3 Month  
Term (Years) 6 years 11 months