Valuation Qualtitative Information (Details) - Level 3 [Member] - USD ($)
|
Dec. 31, 2015 |
Dec. 31, 2014 |
| Non-Agency RMBS [Member] | Market Quotes [Member] |
|
|
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| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Fair Value |
|
|
$ 7,819,000
|
| Non-Agency RMBS [Member] | Market Quotes [Member] | Minimum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Non-Binding Third-Party Valuation |
|
|
21.38
|
| Non-Agency RMBS [Member] | Market Quotes [Member] | Maximum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Non-Binding Third-Party Valuation |
|
|
84.91
|
| Non-Agency RMBS [Member] | Market Quotes [Member] | Weighted Average [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Non-Binding Third-Party Valuation |
[1] |
|
54.11
|
| Non-Agency RMBS [Member] | Discounted Cash Flows [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Fair Value |
|
$ 4,020,000
|
$ 2,263,000
|
| Non-Agency RMBS [Member] | Discounted Cash Flows [Member] | Minimum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Yield |
|
8.80%
|
6.30%
|
| Projected Collateral Prepayments |
|
32.50%
|
35.90%
|
| Projected Collateral Losses |
|
1.30%
|
7.50%
|
| Projected Collateral Recoveries |
|
3.40%
|
11.00%
|
| Projected Collateral Scheduled Amortization |
|
13.10%
|
45.60%
|
| Non-Agency RMBS [Member] | Discounted Cash Flows [Member] | Maximum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Yield |
|
25.70%
|
6.30%
|
| Projected Collateral Prepayments |
|
68.70%
|
35.90%
|
| Projected Collateral Losses |
|
9.00%
|
7.50%
|
| Projected Collateral Recoveries |
|
9.20%
|
11.00%
|
| Projected Collateral Scheduled Amortization |
|
60.10%
|
45.60%
|
| Non-Agency RMBS [Member] | Discounted Cash Flows [Member] | Weighted Average [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Yield |
[1] |
13.40%
|
6.30%
|
| Projected Collateral Prepayments |
[1] |
60.50%
|
35.90%
|
| Projected Collateral Losses |
[1] |
5.30%
|
7.50%
|
| Projected Collateral Recoveries |
[1] |
6.40%
|
11.00%
|
| Projected Collateral Scheduled Amortization |
[1] |
27.80%
|
45.60%
|
| Projected Total |
[1] |
100.00%
|
100.00%
|
| Interest-Only [Member] | Agency RMBS [Member] | Market Quotes [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Fair Value |
|
$ 5,645,000
|
$ 7,006,000
|
| Interest-Only [Member] | Agency RMBS [Member] | Market Quotes [Member] | Minimum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Non-Binding Third-Party Valuation |
|
4.39
|
4.74
|
| Interest-Only [Member] | Agency RMBS [Member] | Market Quotes [Member] | Maximum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Non-Binding Third-Party Valuation |
|
21.63
|
20.38
|
| Interest-Only [Member] | Agency RMBS [Member] | Market Quotes [Member] | Weighted Average [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Non-Binding Third-Party Valuation |
[1] |
11.88
|
13.35
|
| Interest-Only [Member] | Agency RMBS [Member] | Income Approach Valuation Technique [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Fair Value |
|
$ 2,113,000
|
$ 4,238,000
|
| Interest-Only [Member] | Agency RMBS [Member] | Income Approach Valuation Technique [Member] | Minimum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Projected Collateral Prepayments |
|
52.70%
|
63.30%
|
| Projected Collateral Scheduled Amortization |
|
12.00%
|
7.70%
|
| LIBOR OAS |
[2] |
2.21%
|
0.83%
|
| Interest-Only [Member] | Agency RMBS [Member] | Income Approach Valuation Technique [Member] | Maximum [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Projected Collateral Prepayments |
|
88.00%
|
92.30%
|
| Projected Collateral Scheduled Amortization |
|
47.30%
|
36.70%
|
| LIBOR OAS |
[2] |
9.84%
|
19.52%
|
| Interest-Only [Member] | Agency RMBS [Member] | Income Approach Valuation Technique [Member] | Weighted Average [Member] |
|
|
|
| Fair Value Inputs, Assets, Quantitative Information [Line Items] |
|
|
|
| Projected Collateral Prepayments |
[1] |
74.10%
|
75.20%
|
| Projected Collateral Scheduled Amortization |
[1] |
25.90%
|
24.80%
|
| Projected Total |
[1] |
100.00%
|
100.00%
|
| LIBOR OAS |
[1],[2] |
5.76%
|
4.90%
|
|
|