Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (802,000)	$ (5,728,000)	$ (13,154,000)	$ (7,421,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	358,000	(4,599,000)	(10,960,000)	(6,136,000)
Interest Rate Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(61,000)	(1,129,000)	(1,152,000)	(1,285,000)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(1,011,000)	0	(1,011,000)	0
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (88,000)	$ 0	$ (31,000)	$ 0