Derivative Financial Instruments, Statements of Income (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2015 USD ($)	Dec. 31, 2014 USD ($) item	Dec. 31, 2013 USD ($)	Mar. 31, 2014
Derivative Financial Instruments
Cumulative amount of other comprehensive loss related to net unrealized losses on derivatives designated as qualifying hedges	$ (5,300)	$ (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	(4,700)	(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	(700)	(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
Fair value of derivatives in a net liability position	(4,600)	(9,200)
Collateral posted	5,000	$ 9,600
Residential mortgage-backed security (RMBS)
Derivative Financial Instruments
Number of investments sold | item		8
Aggregate carrying value of investments sold		$ 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	$ 1,900
Residential mortgage-backed security (RMBS) | Maximum
Derivative Financial Instruments
Change in fair value		(100)	(1,700)
Non-Qualifying | Basis Swaps
Derivative Financial Instruments
Amount of Loss Reclassified in Loss into Loss on Termination of Swaps (Ineffective Portion)	(3)
Change in fair value	(100)	(100)	(100)
Fair Value, classified in Other Assets		2
Non-Qualifying | Basis Swaps | Interest Expense
Derivative Financial Instruments
Change in fair value	(2)	(1)	(12)
Non-Qualifying | Basis Swaps | CDO II debt | Maximum
Derivative Financial Instruments
Fair Value, classified in Other Assets	100
Non-Qualifying | LIBOR Caps
Derivative Financial Instruments
Change in fair value	(100)	(100)	(100)
Cap rate (as a percent)				6.00%
Non-Qualifying | Forward Contracts | Other Income
Derivative Financial Instruments
Change in fair value		(45)	(1,676)
Qualifying
Derivative Financial Instruments
Interest expense expected to be reclassified from qualifying cash flow hedges over the next twelve months	(5,000)
Qualifying | LIBOR Caps
Derivative Financial Instruments
Fair Value, classified in Other Assets	$ 3
Cap rate (as a percent)	2.00%
Qualifying | Interest Rate Swaps / Caps
Derivative Financial Instruments
Amount of Loss Recognized in Other Comprehensive Loss (Effective Portion)	$ 1,019	1,318	520
Amount of Loss Reclassified from Accumulated Other Comprehensive Loss into Interest Expense (Effective Portion)	(6,149)	(12,654)	(14,131)
Amount of Loss Reclassified in Loss into Loss on Termination of Swaps (Ineffective Portion)	(4,626)
Terminated hedges | Interest Rate Swaps
Derivative Financial Instruments
Net deferred loss in accumulated other comprehensive loss	600	1,100
Additional interest expense related to the amortization of the loss	600	700	900
Reduction to interest expense related to the accretion of the net gains	100	$ 200	$ 200
Amount of net deferred loss expected to be recorded to interest expense over the next twelve months	500
Terminated hedges | Interest Rate Swaps | Collateralized debt obligations
Derivative Financial Instruments
Aggregate notional value	142,500
Aggregate fair value	$ (4,600)