Derivative Financial Instruments - Income Statement Effect (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (12,351,000)	$ (1,693,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(11,317,000)	(1,537,000)
Interest Rate Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(1,091,000)	(156,000)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	0	0
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ 57,000	$ 0