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 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Derivative [Line Items]        
Realized loss on settlement of TBAs, net $ 0 $ 6,915 $ 0 $ 4,441
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | Interest rate derivatives        
Derivative [Line Items]        
Unrealized (gain) loss on interest rate derivatives (89) 165 (331) 285
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | TBAs        
Derivative [Line Items]        
Unrealized (gain) recognized related to TBAs 0 (3,781) 0 (1,399)
Realized loss on settlement of TBAs, net $ 0 $ 6,915 $ 0 $ 4,441