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Fair Value of Financial Instruments - Schedule of Level 3 Assets (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Gain on Non-Agency Securities $ 4,122 $ 0
Trading Securities | Significant Unobservable Inputs (Level 3)    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning of period 0  
Purchases of Non-Agency Securities, at cost 281,755  
Gain on Non-Agency Securities 4,122  
Discount accretion (181)  
Balance, end of period 285,696  
Gain on Non-Agency Securities $ 4,122