Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Schedule of Gains (Losses) Recorded In Relation to Derivatives) (Details 1)

v3.5.0.2
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)