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Components of Combined Carrying Value of the Company's MBS and Agency CRT Securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Investments Debt And Equity Securities [Abstract]    
Principal balance $ 11,717,636 $ 13,935,533
Unamortized premium 311,245 381,851
Unamortized discount (2,263) (2,263)
Gross unrealized gains 142,143 143,490
Gross unrealized losses (12,169) (46,994)
Carrying value/estimated fair value $ 12,156,592 $ 14,411,617