Quarterly report pursuant to Section 13 or 15(d)

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

v3.8.0.1
DERIVATIVES (Schedule of (Gains) Losses Recorded In Relation to Derivatives) (Details 1) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Derivative [Line Items]        
Deferred hedge gain reclassified from AOCI into earnings $ 4,770 $ 13,138 $ 15,335 $ 39,089
Realized loss on settlement of TBAs, net 228 3,730 4,669 13,675
Not designated as hedging instrument | Realized and unrealized (gain) loss on investments | Interest rate swap        
Derivative [Line Items]        
Unrealized loss on interest rate derivatives 32 15 317 34
Not designated as hedging instrument | Realized and unrealized (gain) loss on investments | Other Contract        
Derivative [Line Items]        
Unrealized (gain) loss recognized related to TBAs 1,770 (270) 371 1,668
Realized loss on settlement of TBAs, net 228 3,730 4,669 13,675
Reclassification from AOCI into earnings | Net realized (gain) loss on derivatives designated as cash flow hedges        
Derivative [Line Items]        
Deferred hedge gain reclassified from AOCI into earnings 0 0 0 (20)
Reclassification from AOCI into earnings | Cash flow hedges | Designated as hedging instrument | Net realized (gain) loss on derivatives designated as cash flow hedges | Interest expense, net        
Derivative [Line Items]        
Deferred hedge gain reclassified from AOCI into earnings $ 0 $ 0 $ 0 $ (20)