Non-Agency Securities, Trading - Carrying Value of Non-Agency Securities (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]
Non-Agency Securities, trading	$ 285,696	$ 0
Non-agency securities, amortized cost	281,550
Non-agency securities, principal amount	291,718
Non-agency Securities, Credit Risk Transfer
Schedule of Trading Securities and Other Trading Assets [Line Items]
Non-Agency Securities, trading	285,696
Non-agency securities, amortized cost	281,550
Non-agency securities, principal amount	$ 291,718
Weighted Average Coupon	5.11%