Quarterly report pursuant to Section 13 or 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
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Derivative [Line Items]        
Realized loss on settlement of TBAs, net $ 0 $ 228 $ 0 $ 4,669
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | Interest rate derivatives        
Derivative [Line Items]        
Unrealized loss (gain) on interest rate derivatives 48 32 (283) 317
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | TBAs        
Derivative [Line Items]        
Unrealized loss recognized related to TBAs 0 1,770 0 371
Realized loss on settlement of TBAs, net $ 0 $ 228 $ 0 $ 4,669