Derivative Instruments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Derivative Instruments
Derivative assets, fair value	$ 849		$ 849		$ 3,136
MBS securities recorded upon adoption of revised accounting standard			1,913,000
CRT securities recorded upon adoption of revised accounting standard			4,600
Repurchase agreements recorded upon adoption of revised accounting standard for repurchase agreement financing			1,519,593	$ 0
Cumulative effect adjustment on adoption of revised accounting standard for repurchase agreement financing	0	$ 0	4,537	$ 0
Linked Transactions | Non-Hedging | Assets
Derivative Instruments
Linked Transactions, at fair value					398,336
Swaps | Hedging | Assets | Non-cleared legacy Swaps
Derivative Instruments
Notional amount of derivative assets	400,000		400,000
Derivative assets, fair value	849		849		3,136
Swaps | Hedging | Liabilities | Non-cleared legacy Swaps
Derivative Instruments
Notional amount of derivative liabilities	100,000		100,000
Derivative liabilities, at fair value	(582)		(582)		(4,263)
Swaps | Hedging | Liabilities | Cleared Swaps
Derivative Instruments
Notional amount of derivative liabilities	2,550,000		2,550,000
Derivative liabilities, at fair value	$ (64,838)		$ (64,838)		$ (57,935)