Quarterly report pursuant to Section 13 or 15(d)

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

v3.4.0.3
FAIR VALUE - Change in Fair Value of Level 3 Investments (Details 3) - Level 3 Inputs - Unobservable
$ in Thousands
 3 Months Ended
Mar. 31, 2016
USD ($)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 $ 59,034
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation (43,889)
Total gains (losses)  
Included in net income (110)
Included in other comprehensive income (loss) (621)
Amortization included in interest income 1,002
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments (2,778)
Balance at March 31, 2016 12,638
Measured on a Recurring Basis  
Total gains (losses)  
Included in net income (110)
Measured on a Recurring Basis | CMBS  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 39,684
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation (37,179)
Total gains (losses)  
Included in net income (110)
Included in other comprehensive income (loss) (658)
Amortization included in interest income 879
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments (2,616)
Balance at March 31, 2016 0
Measured on a Recurring Basis | Non-Agency RMBS  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 9,619
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation (6,710)
Total gains (losses)  
Included in net income 0
Included in other comprehensive income (loss) (23)
Amortization included in interest income 123
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments (162)
Balance at March 31, 2016 2,847
Measured on a Recurring Basis | Equity/Other Securities [Member]  
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]  
Balance at December 31, 2015 9,731
Transfers  
Transfers into Level 3 0
CDO VI deconsolidation 0
Total gains (losses)  
Included in net income 0
Included in other comprehensive income (loss) 60
Amortization included in interest income 0
Purchases, sales and repayments  
Purchases 0
Proceeds from sales 0
Proceeds from repayments 0
Balance at March 31, 2016 $ 9,791