OFFSETTING ASSETS AND LIABILITIES - Offsetting of Assets (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 16,871	$ 10,365
Gross Amount Of Assets Offset In The Balance Sheet	0	0
Net Amount Of Assets Presented In The Balance Sheet	16,871	10,365
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	0	0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	(4,643)	(63)
Net Amount Of Assets	12,228	10,302
Swap [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	10,693	10,302
Gross Amount Of Assets Offset In The Balance Sheet	0	0
Net Amount Of Assets Presented In The Balance Sheet	10,693	10,302
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	0	0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	0	0
Net Amount Of Assets	10,693	10,302
TBA securities [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	2,984	63
Gross Amount Of Assets Offset In The Balance Sheet	0	0
Net Amount Of Assets Presented In The Balance Sheet	2,984	63
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	0	0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	(1,867)	(63)
Net Amount Of Assets	1,117	$ 0
Payer Swaption [Member]
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	3,194
Gross Amount Of Assets Offset In The Balance Sheet	0
Net Amount Of Assets Presented In The Balance Sheet	3,194
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	(2,776)
Net Amount Of Assets	$ 418