DERIVATIVES (Schedule of (Gains) Losses Recorded In Relation to Derivatives) (Details) - USD ($) $ in Thousands |
3 Months Ended | 9 Months Ended | ||
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Sep. 30, 2018 |
Sep. 30, 2017 |
Sep. 30, 2018 |
Sep. 30, 2017 |
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Derivative [Line Items] | ||||
Realized loss on settlement of TBAs, net | $ 0 | $ 228 | $ 0 | $ 4,669 |
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | Interest rate derivatives | ||||
Derivative [Line Items] | ||||
Unrealized loss (gain) on interest rate derivatives | 48 | 32 | (283) | 317 |
Non-hedge derivatives | Realized and unrealized (gain) loss on investments | TBAs | ||||
Derivative [Line Items] | ||||
Unrealized loss recognized related to TBAs | 0 | 1,770 | 0 | 371 |
Realized loss on settlement of TBAs, net | $ 0 | $ 228 | $ 0 | $ 4,669 |
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- Definition Amount of income (loss) recognized on the settlement of TBAs in the income statement. No definition available.
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Amount of gain (loss) included in earnings for the period from the increase (decrease) in fair value of interest rate derivatives not designated as hedging instruments. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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