Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Narrative (Details)

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DERIVATIVES - Narrative (Details) - USD ($)
Jun. 30, 2015
Jan. 01, 2015
Dec. 31, 2014
Derivative [Line Items]      
Carrying amount of derivatives   $ 32,400,000  
Other Liabilities [Member]      
Derivative [Line Items]      
Secured borrowings   200,000  
Repurchase Agreements [Member]      
Derivative [Line Items]      
Secured borrowings   86,000,000  
Residential Mortgage [Member]      
Derivative [Line Items]      
Secured borrowings   1,800,000  
Non-agency RMBS Repurchase Agreements [Member] | Residential Mortgage [Member]      
Derivative [Line Items]      
Secured borrowings   $ 116,800,000  
Short [Member]      
Derivative [Line Items]      
Derivative asset, notional amount $ 954,000,000.0    
Short [Member] | TBAs [Member]      
Derivative [Line Items]      
Derivative asset, notional amount [1] 954,000,000   $ 1,234,000,000
Long [Member]      
Derivative [Line Items]      
Derivative asset, notional amount 200,000,000    
Long [Member] | TBAs [Member]      
Derivative [Line Items]      
Derivative asset, notional amount [1] $ 200,000,000   $ 0
[1] Represents the notional amount of Agency RMBS, classified as derivatives.