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 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Derivative [Line Items]        
Amount of loss reclassified from AOCI into income (effective portion) $ (13,138) $ (14,715) $ (39,089) $ (48,392)
Amount of unrealized loss recognized in Other Comprehensive Income on derivatives (effective portion) 0 0 0 (60)
Realized loss on settlement of TBAs (3,730) (10,771) (13,675) (12,714)
Designated as hedging instrument        
Derivative [Line Items]        
Amount of unrealized loss recognized in Other Comprehensive Income on derivatives (effective portion) 0 0 0 (60)
Designated as hedging instrument | Gain (loss) on settlement of investments, net        
Derivative [Line Items]        
Loss recognized on termination of derivative instruments 0 0 0 (612)
Designated as hedging instrument | Interest expense        
Derivative [Line Items]        
Deferred hedge gain reclassified from Accumulated Other Comprehensive Income (“AOCI”) into earnings 0 20 20 58
Amount of loss reclassified from AOCI into income (effective portion) 0 0 0 (1,363)
Not designated as hedging instrument | Gain (loss) on settlement of investments, net | Other Contract        
Derivative [Line Items]        
Realized loss on settlement of TBAs (3,730) (10,771) (13,675) (12,714)
Not designated as hedging instrument | Other income (loss), net | Interest rate swap        
Derivative [Line Items]        
Unrealized gain (loss) on interest rate derivatives (15) 0 (34) 292
Not designated as hedging instrument | Other income (loss), net | Other Contract        
Derivative [Line Items]        
Unrealized gain (loss) recognized related to TBAs $ 270 $ (382) $ (1,668) $ (381)