Quarterly report pursuant to Section 13 or 15(d)

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

v3.3.0.814
DERIVATIVES - Schedule of gains (losses) recorded in relation to derivatives (Details 1) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Derivative [Line Items]        
Gain (loss) on the ineffective portion $ 0 $ (158) $ 0 $ 101
Loss immediately recognized at de-designation 0 (34) 0 (34)
Net unrealized gain (loss) on derivatives designated as cash flow hedges 0 6 (60) (148)
Gain recognized related to interest rate swaps 0 1,762 292 5,866
Loss on settlement of TBAs (10,771) 0 (12,714) 0
Linked Transactions - Gain [Member]        
Derivative [Line Items]        
Gain (loss) recognized related to non-hedge 0 0 0 12,499
Linked Transactions - Loss [Member]        
Derivative [Line Items]        
Gain (loss) recognized related to non-hedge 0 0 0 (211)
Loss on termination of hedge [Member]        
Derivative [Line Items]        
Loss recognized on termination of hedge 0 0 (612) 0
Amortization of Deferred Gain [Member]        
Derivative [Line Items]        
Net deferred hedge gain reclassified from AOCI into earnings 20 16 58 42
Realized Loss Reclassified Related to Effective Portion [Member]        
Derivative [Line Items]        
Amount of loss reclassified from AOCI into income (effective portion) 0 (1,024) (1,363) (3,481)
Other Contract [Member]        
Derivative [Line Items]        
Loss on settlement of TBAs (10,771) 0 (12,714) 0
Other Contract [Member] | Not designated as hedging instrument [Member]        
Derivative [Line Items]        
Gain (loss) recognized related to non-hedge $ (382) $ 0 $ (381) $ 0