Quarterly report pursuant to Section 13 or 15(d)

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

v3.5.0.2
DERIVATIVES - Schedule of Derivatives - Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments [1] $ 26,962 $ (9,166) $ (8,504) $ (17,425)
Gain (loss) on settlement of derivatives (24,839) (44,479) (70,307) (53,300)
Total income (losses) 2,123 (53,645) (78,811) (70,725)
TBAs [Member]        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments [1] 10,502 2,054 (22) 254
Gain (loss) on settlement of derivatives (15,922) (33,398) (55,159) (36,902)
Interest Rate Swap [Member]        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments [1] 15,997 (10,221) (4,799) (15,310)
Gain (loss) on settlement of derivatives (8,917) (10,536) (14,024) (15,853)
Interest Rate Caps [Member]        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments [1] 463 (999) (3,683) (2,369)
Gain (loss) on settlement of derivatives $ 0 $ (545) $ (1,124) $ (545)
[1] Represents unrealized gains (losses).