Derivative Instruments Schedule of Gains and Losses on Derivative Instruments (Details) - USD ($)
$ in Thousands |
12 Months Ended |
Dec. 31, 2015 |
Dec. 31, 2014 |
Dec. 31, 2013 |
| Derivative [Line Items] |
|
|
|
| Net realized gains (losses) on periodic settements of interest rate swaps |
$ (7,027)
|
$ (9,217)
|
$ (5,200)
|
| Net realized gains (losses) other than on periodic settements of interest rate swaps |
(16,405)
|
(22,661)
|
12,510
|
| Net realized gains (losses) on financial derivatives |
(23,432)
|
(31,878)
|
7,310
|
| Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps |
(350)
|
410
|
(1,538)
|
| Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps |
3,769
|
(39,932)
|
35,432
|
| Change in net unrealized gains (losses) on financial derivatives |
3,419
|
(39,522)
|
33,894
|
| Interest Rate Swap [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Net realized gains (losses) on periodic settements of interest rate swaps |
(7,027)
|
(9,217)
|
(5,200)
|
| Net realized gains (losses) other than on periodic settements of interest rate swaps |
(8,850)
|
1,823
|
5,060
|
| Net realized gains (losses) on financial derivatives |
(15,877)
|
(7,394)
|
(140)
|
| Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps |
(350)
|
410
|
(1,538)
|
| Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps |
2,578
|
(36,662)
|
33,282
|
| Change in net unrealized gains (losses) on financial derivatives |
2,228
|
(36,252)
|
31,744
|
| Interest Rate Swaption [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Net realized gains (losses) other than on periodic settements of interest rate swaps |
(500)
|
(935)
|
0
|
| Net realized gains (losses) on financial derivatives |
(500)
|
(935)
|
0
|
| Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps |
(78)
|
163
|
(85)
|
| Change in net unrealized gains (losses) on financial derivatives |
(78)
|
163
|
(85)
|
| TBA securities [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Net realized gains (losses) other than on periodic settements of interest rate swaps |
(7,041)
|
(23,568)
|
7,450
|
| Net realized gains (losses) on financial derivatives |
(7,041)
|
(23,568)
|
7,450
|
| Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps |
1,251
|
(3,433)
|
2,235
|
| Change in net unrealized gains (losses) on financial derivatives |
1,251
|
(3,433)
|
$ 2,235
|
| Futures [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Net realized gains (losses) other than on periodic settements of interest rate swaps |
(14)
|
19
|
|
| Net realized gains (losses) on financial derivatives |
(14)
|
19
|
|
| Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps |
18
|
0
|
|
| Change in net unrealized gains (losses) on financial derivatives |
$ 18
|
$ 0
|
|