DERIVATIVES - Schedule of fair value of derivatives financial instruments (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | |
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Mar. 31, 2015
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Dec. 31, 2014
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Interest rate swaps [Member] | Designated as hedging instrument [Member] | ||
Fair Value of Derivatives |
$ 1,287us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
$ 1,963us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Fair Value of Derivatives, Balance Sheet Location | Accounts payable. accrued expenses and other liabilities | |
Interest rate swaps [Member] | Not designated as hedging instrument [Member] | ||
Fair Value of Derivatives |
334us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |
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Fair Value of Derivatives, Balance Sheet Location | Accounts payable. accrued expenses and other liabilities | |
TBAs [Member] | Not designated as hedging instrument [Member] | ||
Fair Value of Derivatives |
3,352us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OtherContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |
2,031us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_OtherContractMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember |
Fair Value of Derivatives, Balance Sheet Location | Accounts payable, accrued expenses and other liabilities | |
Derivative Transactions [Member] | Liabilities [Member] | ||
Fair Value of Derivatives |
$ 4,639us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeByNatureAxis = us-gaap_DerivativeMember / us-gaap_FairValueByLiabilityClassAxis = us-gaap_LiabilityMember |
$ 4,328us-gaap_CashFlowHedgesDerivativeInstrumentsAtFairValueNet / us-gaap_DerivativeByNatureAxis = us-gaap_DerivativeMember / us-gaap_FairValueByLiabilityClassAxis = us-gaap_LiabilityMember |
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- Definition
Net fair value of all derivative instruments designated as cash flow hedging instruments, which is ordinarily reflected within other comprehensive income. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Description of where the interest rate derivatives designated as cash flow hedges are reported in the balance sheet. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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