XML 43 R38.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Fair Value of Financial Instruments Level 3 (Details) - Non-Agency MBS - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance at the beginning of the period $ 2,274 $ 7,243
Unrealized gain included in OCI 117 (1,850)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Settlements (1,958) (5,071)
Balance at the end of the period 1,690 2,274
Interest Income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Accretion $ 1,257 $ 1,952