XML 69 R41.htm IDEA: XBRL DOCUMENT v3.3.1.900
Fair Value of Financial Instruments Level 3 (Details) - Fair Value, Measurements, Recurring [Member] - Fair Value, Inputs, Level 3 [Member]
$ in Thousands
12 Months Ended
Dec. 31, 2015
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at the beginning of the period $ 43,957
Unrealized (loss) gain included in OCI 2,608
Principal payments (30,602)
Accretion 472
Balance at the end of the period 16,435
Non-Agency CMBS [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at the beginning of the period 42,033
Unrealized (loss) gain included in OCI 2,628
Principal payments (30,230)
Accretion 472
Balance at the end of the period 14,903
Non-Agency RMBS [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at the beginning of the period 1,924
Unrealized (loss) gain included in OCI (20)
Principal payments (372)
Accretion 0
Balance at the end of the period $ 1,532