DERIVATIVE INSTRUMENTS - Schedule of Realized Gains (Losses) on Derivatives (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Unrealized Gain/(Loss)	$ 4,224	$ 10,182	$ (14,371)
Realized Gain/(Loss)	(5,633)	(49,119)	(80,427)
Net Result from Derivative Transactions	(1,409)	(38,937)	(94,798)
Caps
Derivative [Line Items]
Unrealized Gain/(Loss)			0
Realized Gain/(Loss)			(7)
Net Result from Derivative Transactions			(7)
Futures
Derivative [Line Items]
Unrealized Gain/(Loss)	3,608	9,214	(16,065)
Realized Gain/(Loss)	(3,954)	(46,816)	(74,946)
Net Result from Derivative Transactions	(346)	(37,602)	(91,011)
Swaps
Derivative [Line Items]
Unrealized Gain/(Loss)	956	661	1,780
Realized Gain/(Loss)	(1,264)	(1,992)	(5,161)
Net Result from Derivative Transactions	(308)	(1,331)	(3,381)
Credit Derivatives
Derivative [Line Items]
Unrealized Gain/(Loss)	(340)	307	(86)
Realized Gain/(Loss)	(415)	(311)	(313)
Net Result from Derivative Transactions	$ (755)	$ (4)	$ (399)