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Non-Agency Securities, Trading - Additional Information (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]    
Payable for unsettled purchases, aggregate cost $ 14,936  
Payable for unsettled purchases $ 14,955 $ 0
Trading Securities | Portfolio Concentration Risk | Trading Securities    
Schedule of Trading Securities and Other Trading Assets [Line Items]    
Percentage of portfolio invested 2.70%