Quarterly report pursuant to Section 13 or 15(d)

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

v3.4.0.3
DERIVATIVES - Schedule of gains (losses) recorded in relation to derivatives (Details 1) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Derivative [Line Items]    
Net unrealized loss on derivatives designated as cash flow hedges $ 0 $ (33)
Realized loss on settlement of TBAs (7,536) (4,871)
Interest expense | Amortization of deferred gain    
Derivative [Line Items]    
Deferred hedge gain reclassified from Accumulated Other Comprehensive Income (“AOCI”) into earnings 20 19
Interest expense | Loss reclassified from AOCI into income, related to effective portion    
Derivative [Line Items]    
Amount of loss reclassified from AOCI into income (effective portion) 0 (708)
Other income (loss), net    
Derivative [Line Items]    
Unrealized gain recognized related to interest rate swaps 0 292
Other income (loss), net | Other Contract | Not designated as hedging instrument    
Derivative [Line Items]    
Unrealized loss recognized related to TBAs (341) (1,321)
Gain (loss) on settlement of investments, net | Other Contract    
Derivative [Line Items]    
Realized loss on settlement of TBAs $ (7,536) $ (4,871)