DERIVATIVES - Narrative (Details) - Not Designated as Hedging Instrument [Member] - USD ($) $ in Thousands		Mar. 31, 2017	Dec. 31, 2016
Long [Member]
Derivative [Line Items]
Derivative liability, notional amount		$ 1,800,000
Long [Member] | Accrued Expenses and Other Liabilities [Member]
Derivative [Line Items]
Derivative liability, notional amount		600,000
TBAs [Member] | Short [Member]
Derivative [Line Items]
Derivative liability, notional amount	[1]	3,686,000	$ 3,465,500
TBAs [Member] | Long [Member]
Derivative [Line Items]
Derivative liability, notional amount	[1]	$ 2,361,000	$ 2,125,552

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