Quarterly report pursuant to Section 13 or 15(d)

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

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DERIVATIVES (Schedule of (Gains) Losses Recorded In Relation to Derivatives) (Details 1) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Derivative [Line Items]    
Realized (gain) on settlement of TBAs, net $ 0 $ (2,474)
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | Interest rate derivatives    
Derivative [Line Items]    
Unrealized (gain) loss on interest rate derivatives (242) 120
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | TBAs    
Derivative [Line Items]    
Unrealized loss recognized related to TBAs 0 2,382
Realized (gain) on settlement of TBAs, net $ 0 $ (2,474)