Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Schedule of fair value of derivatives financial instruments (Details)

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DERIVATIVES - Schedule of fair value of derivatives financial instruments (Details) - USD ($)
$ in Thousands
 9 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Non-hedge derivative assets $ 3,712 $ 0
TBAs, not treated as hedges 6,124 4,328
Reported Value Measurement [Member]    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Non-hedge derivative assets 3,712  
TBAs, not treated as hedges 6,124  
Reported Value Measurement [Member] | Fair Value, Measurements, Recurring [Member]    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
Non-hedge derivative assets [1] 3,712 0
Designated as hedging instrument [Member] | Interest rate swaps [Member]    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
TBAs, not treated as hedges 0 1,963
Not designated as hedging instrument [Member] | Interest rate swaps [Member]    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
TBAs, not treated as hedges 0 334
Not designated as hedging instrument [Member] | TBAs [Member]    
Derivative Instruments and Hedging Activities Disclosures [Line Items]    
TBAs, not treated as hedges $ 6,124 [1] $ 2,031
Fair Value of Derivatives, Balance Sheet Location Receivables and other assets Accounts payable, accrued expenses and other liabilities  
[1] Represents derivative assets and liabilities including TBA forward contracts (Note 12).