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Derivative Instruments Schedule of Swaptions (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2015
Dec. 31, 2014
Derivative [Line Items]    
Financial derivatives–assets, at fair value [1] $ 4,541 $ 3,072
Financial derivatives–liabilities, at fair value [1] 4,007 8,700
Straddle [Member] | Interest Rate Swaption [Member]    
Derivative [Line Items]    
Financial derivatives–assets, at fair value   $ 78
Financial derivatives–liabilities, at fair value $ (17)  
Fixed Pay Rate on Derivatives 3.00% 3.00%
Maturity term of asset underlying derivative contract 10 years 10 years
Derivative notional $ 9,700 $ 9,700
Derivative, Remaining Maturity 15 days 6 months 15 days
[1] In the Company's Consolidated Balance Sheet, all balances associated with the repurchase agreements and financial derivatives are presented on a gross basis.