Financing Arrangements, Portfolio Investments - Assets Pledged as Collateral (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	$ 618,050	$ 577,413	[1]
Fair Value of Collateral Pledged	700,817	639,683
Amortized Cost of Collateral Pledged	717,214	669,825
Agency ARMs
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	119,830	227,609	[1]
Fair Value of Collateral Pledged	126,497	141,585
Amortized Cost of Collateral Pledged	126,469	143,754
Agency Fixed Rate
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	329,740	261,644	[1]
Fair Value of Collateral Pledged	347,449	374,691
Amortized Cost of Collateral Pledged	351,450	386,853
Agency IOs/U.S. Treasury Securities
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	76,028	88,160	[1]
Fair Value of Collateral Pledged	104,335	123,407
Amortized Cost of Collateral Pledged	117,310	139,218
Non Agency/CMBS
Financial Instruments Owned and Pledged as Collateral [Line Items]
Outstanding Financing Arrangements	92,452	0	[1]
Fair Value of Collateral Pledged	122,536	0
Amortized Cost of Collateral Pledged	$ 121,985	$ 0

[1] Includes FHLBI advances amounting to $121.0 million as of December 31, 2015.