DERIVATIVES - Derivatives Recorded at Fair Value (Details) - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative assets	$ 10,444	$ 6,762
Derivative liabilities	82	3,021
Interest Rate Caps
Derivative [Line Items]
Derivative assets	2,232	4,251
TBAs
Derivative [Line Items]
Derivative assets	8,212	2,511
Interest Rate Swaps
Derivative [Line Items]
Derivative liabilities	82	$ 3,021
Variation margin accounts	$ 5,600