Annual report pursuant to Section 13 and 15(d)

DERIVATIVES - Schedule of gains (losses) recorded in relation to derivatives (Details 1)

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DERIVATIVES - Schedule of gains (losses) recorded in relation to derivatives (Details 1) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Amount of unrealized loss recognized in OCI on derivatives (effective portion) $ (60) $ (177) $ (195)
TBAs, not designated as hedges | Not designated as hedging instrument      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Loss recognized related to linked transactions 0 (211) (236)
Other income      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Loss immediately recognized at de-designation 0 (34) (110)
Other income | Not designated as hedging instrument      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Gain recognized related to interest rate swaps 284 7,131 9,764
Other income | TBAs, not designated as hedges | Not designated as hedging instrument      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Gain recognized related to non-hedge 1,474 (2,030) 0
Other income | TBAs, not designated as hedges | Not designated as hedging instrument      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Gain recognized related to non-hedge 0 12,498 1,168
Gain on settlement of investments, net      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Gain recognized related to interest rate swaps 0 0 813
Gain on settlement of investments, net | TBAs, not designated as hedges | Not designated as hedging instrument      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Gain recognized related to non-hedge (12,907) (4,151) 0
Gain on settlement of investments, net | Loss recognized on termination of derivative instruments      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Loss recognized on termination of derivative instruments (612) 0 0
Interest expense      
Cash Flow Hedges Derivative Instruments at Fair Value, Net [Abstract]      
Deferred hedge gain reclassified from AOCI into earnings 78 61 11
Amount of loss reclassified from AOCI into income (effective portion) $ (1,363) $ (4,379) $ (6,128)