Quarterly report pursuant to Section 13 or 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
 3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Cash flow hedges        
Cash flow hedge income statement location - ineffective portion   Other income (loss)   Other income (loss)
Realized gain (loss) on the ineffective portion   $ 259   $ 259
Cash flow hedge income statement location - termination of hedge Gain (loss) on settlement of investments   Gain (loss) on settlement of investments  
Loss recognized on termination of hedge $ (612)   $ (612)  
Cash flow hedge income statement location - reclassifications Interest expense Interest expense Interest expense Interest expense
Deferred hedge gain (loss) reclassified from AOCI into earnings (effective portion) $ 19 $ 14 $ 38 $ 27
Amount of loss reclassified from AOCI into income (effective portion) (655) (1,177) (1,363) (2,457)
Net unrealized gain (loss) on derivatives designated as cash flow hedges (27) $ (75) $ (60) $ (152)
Non-hedge income statement location   Other income (loss) Other income (loss) Other income (loss)
Gain recognized related to interest rate swaps   $ 2,029 $ 292 $ 4,104
Gain (loss) on settlement of TBAs $ 2,928   $ (1,943)  
Linked Transactions - Gain [Member]        
Cash flow hedges        
Non-hedge income statement location   Other income (loss)   Other income (loss)
Gain (loss) recognized related to non-hedge   $ 1,825   $ 12,498
Linked Transactions - Loss [Member]        
Cash flow hedges        
Non-hedge income statement location   Interest expense   Interest expense
Gain (loss) recognized related to non-hedge   $ (89)   $ (211)
TBAs [Member]        
Cash flow hedges        
Non-hedge income statement location Gain (loss) on settlement investments, net   Gain (loss) on settlement investments, net  
Gain (loss) on settlement of TBAs $ 2,928   $ (1,943)  
TBAs [Member] | Not designated as hedging instrument [Member]        
Cash flow hedges        
Non-hedge income statement location Other income (loss)   Other income (loss)  
Gain (loss) recognized related to non-hedge $ 1,322   $ 1