Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Schedule of Gains (Losses) Recorded In Relation to Derivatives) (Details 1)

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DERIVATIVES (Schedule of Gains (Losses) Recorded In Relation to Derivatives) (Details 1) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Derivative [Line Items]        
Net unrealized loss on derivatives designated as cash flow hedges $ 0 $ (27) $ 0 $ (60)
Realized gain (loss) on settlement of TBAs (2,409) 2,928 (9,945) (1,943)
Interest expense | Amortization of deferred gain        
Derivative [Line Items]        
Deferred hedge gain reclassified from Accumulated Other Comprehensive Income (“AOCI”) into earnings 0 19 20 38
Interest expense | Loss reclassified from AOCI into income, related to effective portion        
Derivative [Line Items]        
Amount of loss reclassified from AOCI into income (effective portion) 0 (655) 0 (1,363)
Designated as hedging instrument | Gain (loss) on settlement of investments, net | Loss recognized on termination of derivative instruments        
Derivative [Line Items]        
Loss recognized on termination of hedge 0 (612) 0 (612)
Designated as hedging instrument | Interest expense | Amortization of deferred gain        
Derivative [Line Items]        
Deferred hedge gain reclassified from Accumulated Other Comprehensive Income (“AOCI”) into earnings 0 19 20 38
Designated as hedging instrument | Interest expense | Loss reclassified from AOCI into income, related to effective portion        
Derivative [Line Items]        
Amount of loss reclassified from AOCI into income (effective portion) 0 (655) 0 (1,363)
Not designated as hedging instrument | Gain (loss) on settlement of investments, net | Other Contract        
Derivative [Line Items]        
Realized gain (loss) on settlement of TBAs (2,409) 2,928 (9,945) (1,943)
Not designated as hedging instrument | Other income (loss), net | Interest rate swap        
Derivative [Line Items]        
Unrealized gain (loss) on interest rate derivatives (19) 0 (19) 292
Not designated as hedging instrument | Other income (loss), net | Other Contract        
Derivative [Line Items]        
Unrealized gain (loss) recognized related to TBAs $ (1,597) $ 1,322 $ (1,938) $ 1