Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE (Change in Fair Value of Level 3 Investments) (Details 3)

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FAIR VALUE (Change in Fair Value of Level 3 Investments) (Details 3) - Level 3 Market Quotations (Unobservable)
$ in Thousands
 6 Months Ended
Jun. 30, 2016
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 $ 59,034
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation (43,889)
Total gains (losses)  
Included in net income 615
Included in other comprehensive income (loss) (300)
Amortization included in interest income 1,072
Purchases, sales and repayments  
Purchases 0
Proceeds from sales (725)
Proceeds from repayments (2,819)
Balance at June 30, 2016 12,988
Measured on a Recurring Basis  
Total gains (losses)  
Included in net income 615
Measured on a Recurring Basis | CMBS  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 39,684
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation (37,179)
Total gains (losses)  
Included in net income (110)
Included in other comprehensive income (loss) (658)
Amortization included in interest income 879
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments (2,616)
Balance at June 30, 2016 0
Measured on a Recurring Basis | Non-Agency RMBS  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 9,619
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation (6,710)
Total gains (losses)  
Included in net income 0
Included in other comprehensive income (loss) 179
Amortization included in interest income 193
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments (203)
Balance at June 30, 2016 3,078
Measured on a Recurring Basis | Equity/Other Securities  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 9,731
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation 0
Total gains (losses)  
Included in net income 725
Included in other comprehensive income (loss) 179
Amortization included in interest income 0
Purchases, sales and repayments  
Purchases 0
Proceeds from sales (725)
Proceeds from repayments 0
Balance at June 30, 2016 $ 9,910