Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Gain (Losses) (Details)

v3.10.0.1
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments $ 1,240 $ (8,010) $ 3,686 $ (3,684)
Gain (loss) on settlement of investments, net 19,270 (27,734) 56,633 (39,570)
Total income (losses) 20,510 (35,744) 60,319 (43,254)
TBAs        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 371 1,414 2,365 1,537
Gain (loss) on settlement of investments, net 3,857 (22,609) 19,293 (29,410)
Interest Rate Caps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (48) (843) 438 (270)
Gain (loss) on settlement of investments, net 130 0 (603) (562)
Interest Rate Swaps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 917 (8,581) 883 (4,951)
Gain (loss) on settlement of investments, net $ 15,283 $ (5,125) $ 37,943 $ (9,598)