Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Narrative (Details)

v3.7.0.1
DERIVATIVES - Narrative (Details) - TBAs [Member] - Not Designated as Hedging Instrument [Member] - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Short [Member]    
Derivative [Line Items]    
Derivative asset, notional amount $ 4,345,000 $ 3,465,500
Long [Member]    
Derivative [Line Items]    
Derivative asset, notional amount $ 2,597,000 $ 2,125,552