XML 67 R39.htm IDEA: XBRL DOCUMENT v3.6.0.2
Fair Value of Financial Instruments Level 3 (Details) - Fair Value, Measurements, Recurring
$ in Thousands
12 Months Ended
Dec. 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 (1,057)
Principal payments (6,019)
Accretion 1,568
Balance at the end of the period 10,927
Non-Agency CMBS  
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 (1,055)
Principal payments (5,747)
Accretion 1,568
Balance at the end of the period 9,669
Non-Agency RMBS  
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 (2)
Principal payments (272)
Accretion 0
Balance at the end of the period $ 1,258