Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Tables)

v3.10.0.1
DERIVATIVES (Tables)
 6 Months Ended
Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of (gains) recorded in relation to derivatives
The following table summarizes (gains) losses recorded in relation to derivatives:
 
 
 
Three Months Ended June 30,
 
Six Months Ended June 30,
 
Income Statement Location
 
2018
 
2017
 
2018
 
2017
Non-hedge derivatives
 
 
 
 
 
 
 
 
 
Unrealized (gain) loss on interest rate derivatives
Realized and unrealized (gain) loss on investments
 
$
(89
)
 
$
165

 
$
(331
)
 
$
285

Unrealized (gain) recognized related to TBAs
Realized and unrealized (gain) loss on investments
 
—

 
(3,781
)
 
—

 
(1,399
)
Realized loss on settlement of TBAs
Realized and unrealized (gain) loss on investments
 
—

 
6,915

 
—

 
4,441