DERIVATIVES - Narrative (Details) - TBAs [Member] - Not Designated as Hedging Instrument [Member] - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Short [Member]
Derivative [Line Items]
Derivative liability, notional amount	[1]	$ 2,918,000	$ 1,450,000
Long [Member]
Derivative [Line Items]
Derivative liability, notional amount	[1]	$ 1,459,000	$ 750,000

[1] Represents the notional amount of Agency RMBS, classified as derivatives.