Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Schedule of Derivatives - Recorded at Fair Value (Details)

v3.7.0.1
DERIVATIVES - Schedule of Derivatives - Recorded at Fair Value (Details) - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Derivative [Line Items]    
Derivative assets $ 14,177 $ 6,762
Derivative liabilities 55 3,021
Interest Rate Caps [Member]    
Derivative [Line Items]    
Derivative assets 3,316 4,251
TBAs [Member]    
Derivative [Line Items]    
Derivative assets 10,861 2,511
Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative liabilities 55 $ 3,021
Variation margin accounts $ 16,900