DERIVATIVES - Schedule of Derivatives (Details) - USD ($) $ in Thousands	Dec. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Derivative assets	$ 6,762	$ 2,689
Derivative liabilities	3,021	13,443
Interest Rate Caps [Member]
Derivative [Line Items]
Derivative assets	4,251	2,689
TBAs [Member]
Derivative [Line Items]
Derivative assets	2,511	0
Derivative liabilities	0	2,058
Interest Rate Swaps [Member]
Derivative [Line Items]
Derivative liabilities	$ 3,021	$ 11,385