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Mortgage Securities - VIE's and CDO's (Details) - Variable Interest Entity, Primary Beneficiary [Member] - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Variable Interest Entity [Line Items]    
Size/Principal outstanding [1] $ 3,601,468 $ 4,062,068
Assets on balance sheet [2] 2,011 3,381
Liabilities on balance sheet 0 0
Maximum exposure to loss [3] 2,011 3,381
Year to date loss on sale 0 0
Year to date cash flows $ 6,287 $ 7,136
[1] Size/Principal Outstanding reflects the estimated principal of the underlying assets held by the securitization trust.
[2] Assets on balance sheet are securities issued by the entity and are recorded in the current marketable securities line item of the consolidated balance sheets.
[3] The maximum exposure to loss includes the assets held by the Company. The maximum exposure to loss assumes a total loss on the referenced assets held by the securitization trust.