Non-Agency Securities, Trading - Weighted Average Life of all Non-Agency Securities (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015
Fair Value
Less than one year	$ 0
Greater than or equal to one year and less than three years	12,909
Greater than or equal to three years and less than five years	56,427
Greater than or equal to five years	216,360
Non-Agency Securities, Fair Value	285,696	$ 0
Amortized Cost
Less than one year	0
Greater than or equal to one year and less than three years	12,745
Greater than or equal to three years and less than five years	55,399
Greater than or equal to five years	213,406
Non-agency securities, amortized cost	$ 281,550