DERIVATIVES - Schedule of fair value of derivatives financial instruments (Details) - USD ($) $ in Thousands |
6 Months Ended | |
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Jun. 30, 2015 |
Dec. 31, 2014 |
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Fair Value of Derivatives - Assets | $ 8 | |
Fair Value of Derivatives - Liabilities | $ 2,037 | $ 4,328 |
Interest rate swaps [Member] | Designated as hedging instrument [Member] | ||
Fair Value of Derivatives - Liabilities | 1,963 | |
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 - Liabilities | 334 | |
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 - Assets | $ 8 | |
Fair Value of Derivatives - Liabilities | $ 2,037 | $ 2,031 |
Fair Value of Derivatives, Balance Sheet Location | Receivables and other assets Accounts payable, accrued expenses and other liabilities |
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- Definition Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as an asset. 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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- Definition Fair value of all derivative liabilities not designated as a hedging instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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