Quarterly report pursuant to Section 13 or 15(d)

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

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DERIVATIVES - Schedule of Derivatives - Recorded at Fair Value (Details) - USD ($)
$ in Thousands
Sep. 30, 2016
Dec. 31, 2015
Derivative [Line Items]    
Derivative assets $ 2,088 $ 2,689
Derivative liabilities 24,085 13,443
Interest Rate Caps [Member]    
Derivative [Line Items]    
Derivative assets 2,088 2,689
TBAs [Member]    
Derivative [Line Items]    
Derivative liabilities 3,461 2,058
Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative liabilities $ 20,624 $ 11,385