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USE OF DERIVATIVES, OFFSETTING DISCLOSURES AND CHANGES IN OTHER COMPREHENSIVE INCOME BY COMPONENT - Components of Income Statement and Other Comprehensive Income (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Income statement-related [Abstract]        
Amount of gain reclassified from Accumulated other comprehensive income (loss) $ (2,702) $ (11,162) $ (19,624) $ (25,776)
Amortization of unrealized gain, net of unrealized losses on de-designated Derivatives     12,854  
Realized and unrealized (loss) gain on non-designated Derivatives (net) (9,221)   (105,720)  
Other comprehensive income (loss)-related [Abstract]        
Amount of (loss) gain recognized in Other comprehensive income (7,648) 7,580 (22,945) 46,385
Interest Rate Swap Agreements [Member]        
Income statement-related [Abstract]        
Realized and unrealized (loss) gain on non-designated Derivatives (net) (10,262)   (106,761)  
Eurodollar Futures Contract [Member]        
Income statement-related [Abstract]        
Realized and unrealized (loss) gain on non-designated Derivatives (net) 1,041   1,041  
Interest Expense [Member]        
Income statement-related [Abstract]        
Decrease in interest expense and increase in Net (loss) income as a result of the use of Derivatives 2,702 11,162 19,624 25,776
Interest Expense [Member] | Secured Borrowings [Member]        
Income statement-related [Abstract]        
Amount of gain reclassified from Accumulated other comprehensive income (loss)   11,585 7,891 27,277
Amortization of unrealized gain, net of unrealized losses on de-designated Derivatives 3,120   12,854  
Decrease in interest expense and increase in Net (loss) income as a result of the use of Derivatives [1] 3,120 11,585 20,745 27,277
Interest Expense [Member] | Unsecured Borrowings [Member]        
Income statement-related [Abstract]        
Amount of gain reclassified from Accumulated other comprehensive income (loss) $ (418) $ (423) $ (1,121) $ (1,501)
[1] Included in “Interest expense:  Secured borrowings” on the face of the Statements of Operations.