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Derivative Financial Instruments (Details 2)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2015
USD ($)
Jun. 30, 2014
USD ($)
Jun. 30, 2015
USD ($)
Jun. 30, 2014
USD ($)
item
Jul. 31, 2015
USD ($)
Dec. 31, 2014
USD ($)
Mar. 31, 2014
Derivative Financial Instruments              
Cumulative amount of other comprehensive loss related to net unrealized losses on derivatives designated as qualifying hedges $ (8,400)   $ (8,400)     $ (15,000)  
Cumulative amount of other comprehensive loss related to net unrealized losses on derivatives designated as cash flow hedges attributable to fair value of qualifying cash flow hedges (7,500)   (7,500)     (13,900)  
Cumulative amount of other comprehensive loss related to net unrealized losses on derivatives designated as cash flow hedges attributable to deferred losses terminated interest swaps (1,000)   (1,000)     (1,200)  
Cumulative amount of other comprehensive loss related to net unrealized losses on derivatives designated as cash flow hedges attributable to deferred gains on terminated interest swaps 100   100     100  
Fair value of derivatives in a net liability position (7,200)   (7,200)     (9,200)  
Collateral posted 7,700   7,700     9,600  
Residential mortgage-backed security (RMBS)              
Derivative Financial Instruments              
Change in fair value       $ (100)      
Number of investments sold | item       8      
Aggregate carrying value of investments sold   $ 65,700   $ 65,700      
Proceeds from sale of investments       65,800      
Net gain on sale of investments       100      
Amount of repurchase agreement for financing the purchase of investments       55,400      
Net interest income       300      
Interest Rate Swaps | Subsequent event              
Derivative Financial Instruments              
Aggregate notional value         $ 7,900    
Aggregate fair value         $ 400    
Non-Qualifying | Basis Swaps              
Derivative Financial Instruments              
Fair Value, classified in Other Assets           2  
Non-Qualifying | Basis Swaps | Interest Expense              
Derivative Financial Instruments              
Change in fair value     (3)        
Non-Qualifying | Basis Swaps | Maximum              
Derivative Financial Instruments              
Change in fair value (100) (100) (100) (100)      
Fair Value, classified in Other Assets 100   100        
Non-Qualifying | LIBOR Caps              
Derivative Financial Instruments              
Cap rate (as a percent)             6.00%
Non-Qualifying | LIBOR Caps | Maximum              
Derivative Financial Instruments              
Change in fair value (100) (100) (100) (100)      
Non-Qualifying | Forward Contracts | Other Income              
Derivative Financial Instruments              
Change in fair value       (45)      
Qualifying | Interest Rate Swaps              
Derivative Financial Instruments              
Amount of Loss Recognized in Other Comprehensive Loss (Effective Portion)     907 1,078      
Amount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Expense (Effective Portion)     (3,242) (6,555)      
Amount of Loss Reclassified from Accumulated Other Comprehensive Loss into Loss on Termination of Swaps (Ineffective Portion)     (4,286)        
Qualifying | LIBOR Caps              
Derivative Financial Instruments              
Fair Value, classified in Other Assets $ 15   $ 15        
Cap rate (as a percent) 2.00%   2.00%        
Terminated hedges | Interest Rate Swaps              
Derivative Financial Instruments              
Net deferred loss in accumulated other comprehensive loss $ 900   $ 900     $ 1,100  
Additional interest expense related to the amortization of the loss 200 200 300 300      
Reduction to interest expense related to the accretion of the net gains     100 $ 100      
Amount of net deferred loss expected to be recorded to interest expense over the next twelve months 500   500        
Terminated hedges | Interest Rate Swaps | Maximum              
Derivative Financial Instruments              
Reduction to interest expense related to the accretion of the net gains 100 $ 100          
Terminated hedges | Interest Rate Swaps | Collateralized debt obligations              
Derivative Financial Instruments              
Aggregate notional value 134,600   134,600        
Aggregate fair value $ (4,300)   $ (4,300)