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OFFSETTING ASSETS AND LIABILITIES - Schedule of Offsetting Financial Liabilities and Derivative Liabilities (Details) - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Offsetting of derivative liabilities    
Gross amounts of recognized liabilities $ 4,207 $ 3,446
Gross amounts offset in the balance sheet 0 0
Net amounts of liabilities presented in the balance sheet 4,207 3,446
Gross amounts not offset in the balance sheet    
Financial instruments collateral 0 0
Net amount 0 0
Offsetting of repurchase agreements    
Debt obligations outstanding 1,039,355 1,107,185
Gross amounts not offset in balance sheet 0 0
Net amount of liabilities presented in the balance sheet 1,039,355 1,107,185
Gross amounts not offset in the balance sheet    
Financial instruments collateral 1,039,355 1,107,185
Net amount 0 0
Offsetting of financial liabilities and derivative liabilities    
Gross amounts of recognized liabilities 1,043,562 1,110,631
Gross amounts offset in the balance sheet 0 0
Net amounts of liabilities presented in the balance sheet 1,043,562 1,110,631
Gross amounts not offset in the balance sheet    
Financial instruments collateral 1,039,355 1,107,185
Net amount 0 0
Restricted Cash    
Gross amounts not offset in the balance sheet    
Cash collateral posted/(received) 4,207 3,446
Gross amounts not offset in the balance sheet    
Cash collateral posted/(received) 0 0
Gross amounts not offset in the balance sheet    
Cash collateral posted/(received) $ 4,207 $ 3,446