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Derivative Instruments Schedule of Gains and Losses on Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Derivative [Line Items]    
Net realized gains (losses) on periodic settements of interest rate swaps $ (672) $ (707)
Net realized gains (losses) other than on periodic settements of interest rate swaps (3,324) (8,036)
Net realized gains (losses) on financial derivatives (3,996) (8,743)
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (726) (851)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (13,409) (6,243)
Change in net unrealized gains (losses) on financial derivatives (14,135) (7,094)
Interest Rate Swap [Member]    
Derivative [Line Items]    
Net realized gains (losses) on periodic settements of interest rate swaps (672) (707)
Net realized gains (losses) other than on periodic settements of interest rate swaps (1,226) (3,441)
Net realized gains (losses) on financial derivatives (1,898) (4,148)
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (726) (851)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (12,543) (6,383)
Change in net unrealized gains (losses) on financial derivatives (13,269) (7,234)
Interest Rate Swaption [Member]    
Derivative [Line Items]    
Net realized gains (losses) other than on periodic settements of interest rate swaps   0
Net realized gains (losses) on financial derivatives   0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps   237
Change in net unrealized gains (losses) on financial derivatives   237
TBA securities [Member]    
Derivative [Line Items]    
Net realized gains (losses) other than on periodic settements of interest rate swaps (2,099) (4,595)
Net realized gains (losses) on financial derivatives (2,099) (4,595)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (844) (97)
Change in net unrealized gains (losses) on financial derivatives (844) $ (97)
Futures [Member]    
Derivative [Line Items]    
Net realized gains (losses) other than on periodic settements of interest rate swaps 1  
Net realized gains (losses) on financial derivatives 1  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (22)  
Change in net unrealized gains (losses) on financial derivatives $ (22)