Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Schedule of Derivatives - Gain (Losses) (Details)

v3.7.0.1
DERIVATIVES - Schedule of Derivatives - Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments $ (8,010) $ (11,603) $ (3,684) $ (36,160)
Gain (loss) on settlement of derivatives (27,734) (14,395) (39,570) (44,774)
Total income (losses) (35,744) (25,998) (43,254) (80,934)
TBAs [Member]        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 1,414 (4,993) 1,537 (10,524)
Gain (loss) on settlement of derivatives (22,609) (11,066) (29,410) (39,237)
Interest Rate Caps [Member]        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (843) (3,195) (270) (4,146)
Gain (loss) on settlement of derivatives 0 0 (562) (1,124)
Interest Rate Swap [Member]        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (8,581) (3,415) (4,951) (21,490)
Gain (loss) on settlement of derivatives $ (5,125) $ (3,329) $ (9,598) $ (4,413)