Annual report pursuant to Section 13 and 15(d)

DERIVATIVES - Schedule of (gains) losses recorded in relation to derivatives (Details)

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DERIVATIVES - Schedule of (gains) losses recorded in relation to derivatives (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Hedging derivative | Cash flow hedges | Net unrealized gain (loss) on derivatives designated as cash flow hedges      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Amount of unrealized loss recognized in Other Comprehensive Income on derivatives (effective portion) $ 0 $ 0 $ 60
Hedging derivative | Cash flow hedges | Realized and unrealized (gain) loss on investments | Net unrealized gain (loss) on derivatives designated as cash flow hedges      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Loss recognized on termination of derivative instruments 0 0 612
Hedging derivative | Cash flow hedges | Reclassification from AOCI into income/earnings | Interest expense, net | Net unrealized gain (loss) on derivatives designated as cash flow hedges      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Deferred hedge gain reclassified from AOCI into earnings 0 (20) (78)
Amount of loss reclassified from AOCI into income (effective portion) 0 0 1,363
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | Interest rate      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Unrealized loss (gain) on interest rate derivatives 199 (294) (284)
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | TBAs      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Unrealized loss (gain) recognized related to TBAs 371 (928) (1,474)
Realized loss (gain) on settlement of TBAs $ 4,669 $ (18,318) $ 12,907