Annual report pursuant to Section 13 and 15(d)

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

v3.3.1.900
DERIVATIVES - Schedule of fair value of derivatives financial instruments (Details) - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Interest rate swaps | Designated as hedging instrument    
Derivative [Line Items]    
Fair Value of Derivatives $ 0 $ 1,963
Interest rate swaps | Not designated as hedging instrument    
Derivative [Line Items]    
Fair Value of Derivatives 0 334
TBAs, not designated as hedges | Not designated as hedging instrument    
Derivative [Line Items]    
Fair Value of Derivatives 684 2,031
TBAs, not designated as hedges    
Derivative [Line Items]    
Fair Value of Derivatives 127 0
Derivative Transactions | Liability    
Derivative [Line Items]    
Fair Value of Derivatives 684 4,328
Derivative Transactions | Assets    
Derivative [Line Items]    
Fair Value of Derivatives $ 127 $ 0