Financing Arrangements, Portfolio Investments - Assets Pledged as Collateral (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	$ 589,919	$ 577,413
Fair Value of Collateral Pledged	645,267	639,683
Amortized Cost of Collateral Pledged	665,204	669,825
Agency ARMs
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	146,840	227,609
Fair Value of Collateral Pledged	156,070	141,585
Amortized Cost of Collateral Pledged	156,473	143,754
Agency Fixed Rate
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	344,829	261,644
Fair Value of Collateral Pledged	362,401	374,691
Amortized Cost of Collateral Pledged	368,685	386,853
Agency IOs/U.S. Treasury Securities
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	82,188	88,160
Fair Value of Collateral Pledged	105,853	123,407
Amortized Cost of Collateral Pledged	119,103	139,218
Non Agency/CMBS
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	16,062	0
Fair Value of Collateral Pledged	20,943	0
Amortized Cost of Collateral Pledged	$ 20,943	$ 0