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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 9 Months Ended
Sep. 30, 2014
Sep. 30, 2013
Sep. 30, 2014
Sep. 30, 2013
Statement Of Income And Comprehensive Income [Abstract]        
Net income $ 19,490 $ 18,008 $ 42,908 $ 64,630
Available-for-sale Agency MBS, fair value adjustment (13,625) 10,247 62,104 (198,882)
Reclassification adjustment for loss (gain) on sales of Agency MBS included in net income 5,617 (1,991) 4,022 (9,237)
Unrealized gains (losses) on derivatives 987 (40,863) (73,959) (10,715)
Reclassification adjustment for interest expense on swap agreements included in net income 13,382 14,633 53,372 38,426
Other comprehensive income (loss) 6,361 (17,974) 45,539 (180,408)
Comprehensive income (loss) $ 25,851 $ 34 $ 88,447 $ (115,778)