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Fair Value of Financial Instruments Level 3 (Details) - Fair Value, Measurements, Recurring [Member] - Fair Value, Inputs, Level 3 [Member]
$ in Thousands
3 Months Ended
Mar. 31, 2016
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at the beginning of the period $ 16,435
Unrealized (loss) gain included in OCI 413
Principal payments (2,386)
Accretion 244
Balance at the end of the period 14,706
Non-Agency CMBS [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at the beginning of the period 14,903
Unrealized (loss) gain included in OCI 401
Principal payments (2,345)
Accretion 244
Balance at the end of the period 13,203
Non-Agency RMBS [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at the beginning of the period 1,532
Unrealized (loss) gain included in OCI 12
Principal payments (41)
Accretion 0
Balance at the end of the period $ 1,503