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, 2018
Dec. 31, 2017
Dec. 31, 2016
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 $ 0 $ (20)
Non-hedge derivatives | Realized and unrealized (gain) loss on investments      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Realized (gain) loss on settlement of non-hedge derivatives, net (227) 4,669 (18,318)
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 96 199 (294)
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 $ 0 $ 371 $ (928)