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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
9 Months Ended
Sep. 30, 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 1,762
Principal payments (23,375)
Accretion 289
Balance at the end of the period 22,633
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 1,770
Principal payments (23,201)
Accretion 289
Balance at the end of the period 20,891
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 (8)
Principal payments (174)
Accretion 0
Balance at the end of the period $ 1,742