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Pledged Assets - Assets Pledged to Counterparties (Details) - USD ($)
Jun. 30, 2017
Dec. 31, 2016
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral $ 3,450,947,000 $ 2,972,290,000
Accrued interest receivable 14,366,000 11,512,000
Restricted cash 19,865,000 20,950,000
Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 13,719,000 10,623,000
Restricted cash 6,540,000 10,835,000
Total Assets Pledged To Counterparties 3,471,206,000 2,981,715,000
Clearing Margin [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable   266,000
Restricted cash   0
Total Assets Pledged To Counterparties   11,234,000
Derivative [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 0 0
Restricted cash 13,325,000 9,865,000
Total Assets Pledged To Counterparties 13,325,000 9,865,000
Insurance Capital [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable   4,000
Restricted cash   250,000
Total Assets Pledged To Counterparties   1,319,000
Total Pledged Financial Instruments [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 13,719,000 10,893,000
Restricted cash 19,865,000 20,950,000
Total Assets Pledged To Counterparties 3,484,531,000 3,004,133,000
Mortgage Backed Securities Pass Through Certificates [Member] | Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral 3,312,428,000 2,854,062,000
Mortgage Backed Securities Pass Through Certificates [Member] | Clearing Margin [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral   0
Mortgage Backed Securities Pass Through Certificates [Member] | Derivative [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral 0 0
Mortgage Backed Securities Pass Through Certificates [Member] | Insurance Capital [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral   1,065,000
Mortgage Backed Securities Pass Through Certificates [Member] | Total Pledged Financial Instruments [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral 3,312,428,000 2,855,127,000
Mortgage Backed Securities Structured Certificates [Member] | Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral 138,519,000 106,195,000
Mortgage Backed Securities Structured Certificates [Member] | Clearing Margin [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral   10,968,000
Mortgage Backed Securities Structured Certificates [Member] | Derivative [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral 0 0
Mortgage Backed Securities Structured Certificates [Member] | Insurance Capital [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral   0
Mortgage Backed Securities Structured Certificates [Member] | Total Pledged Financial Instruments [Member]    
Pledged Assets [Line Items]    
Mortgage Backed Securities At Fair Value Pledged As Collateral $ 138,519,000 $ 117,163,000