Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Tables)

v3.8.0.1
DERIVATIVES (Tables)
3 Months Ended
Mar. 31, 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 March 31,
 
Income Statement Location
 
2018
 
2017
Non-hedge derivatives
 
 
 
 
 
Unrealized (gain) loss on interest rate derivatives
Realized and unrealized (gain) loss on investments
 
$
(242
)
 
$
120

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

 
2,382

Realized (gain) on settlement of TBAs
Realized and unrealized (gain) loss on investments
 

 
(2,474
)