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Non-Agency Securities, Trading - Additional Information (Details) - USD ($)
$ in Thousands
1 Months Ended 9 Months Ended 12 Months Ended
Apr. 30, 2014
Sep. 30, 2015
Dec. 31, 2014
Concentration Risk [Line Items]      
Trading securities purchased previously treated as linked transactions   $ 8,940  
Repayment at maturity of linked transactions transferred to trading securities   $ 6,408  
US treasury securities received in year one and two $ 50,000    
US treasury securities received in year three $ 30,000    
Non-Agency Securities | Market Based Securities | Portfolio Concentration Risk      
Concentration Risk [Line Items]      
Percentage of concentration risk   27.70% 12.87%
Non-Agency Securities | Market Based Securities Inclusive of Linked Transactions, Forward Contracts | Portfolio Concentration Risk      
Concentration Risk [Line Items]      
Percentage of concentration risk     13.50%