Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE - Change in Fair Value of Level 3 Investments (Details 3)

v3.3.0.814
FAIR VALUE - Change in Fair Value of Level 3 Investments (Details 3) - Level 3 Inputs - Unobservable [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 December 31, 2014 $ 231,754
Transfers  
Transfers into Level 3 367
Total gains (losses)  
Included in net income (A) 26,497
Included in other comprehensive income (loss) (29,290)
Amortization included in interest income 8,310
Purchases, sales and repayments  
Purchases 0
Proceeds from sales (140,189)
Proceeds from repayments (35,941)
Balance at September 30, 2015 61,508
Fair Value, Measurements, Recurring [Member]  
Total gains (losses)  
Included in net income (A) 26,497
Fair Value, Measurements, Recurring [Member] | CMBS [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2014 178,763
Transfers  
Transfers into Level 3 0
Total gains (losses)  
Included in net income (A) 12,038
Included in other comprehensive income (loss) (17,671)
Amortization included in interest income 5,611
Purchases, sales and repayments  
Purchases 0
Proceeds from sales (102,607)
Proceeds from repayments (33,572)
Balance at September 30, 2015 42,562
Fair Value, Measurements, Recurring [Member] | Non-Agency RMBS [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2014 45,035
Transfers  
Transfers into Level 3 0
Total gains (losses)  
Included in net income (A) 14,826
Included in other comprehensive income (loss) (12,846)
Amortization included in interest income 2,699
Purchases, sales and repayments  
Purchases 0
Proceeds from sales (37,582)
Proceeds from repayments (2,369)
Balance at September 30, 2015 9,763
Fair Value, Measurements, Recurring [Member] | Equity/Other Securities [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2014 7,956
Transfers  
Transfers into Level 3 367
Total gains (losses)  
Included in net income (A) (367)
Included in other comprehensive income (loss) 1,227
Amortization included in interest income 0
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments 0
Balance at September 30, 2015 $ 9,183