Derivative Financial Instruments - Summary of Eurodollar Futures Positions (Details) - USD ($)	Sep. 30, 2015	Dec. 31, 2014
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 935,714,000	$ 760,000,000
Derivative Entry Rate	2.07%	1.88%
Locked-In LIBOR Rate	1.19%	1.73%
Open Equity	$ (28,821,000)	$ (4,302,000)
Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 185,000,000
Derivative Entry Rate	1.94%
Locked-In LIBOR Rate	1.71%
Open Equity	$ (2,818,000)
Dollar Price	128.73
Nominal Value	238,200,000
Year 2015 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,400,000,000	$ 650,000,000
Derivative Entry Rate	0.79%	0.79%
Locked-In LIBOR Rate	0.42%	0.63%
Open Equity	$ (1,303,000)	$ (1,039,000)
Year 2015 Expiration [Member] | Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 185,000,000
Derivative Entry Rate	1.94%
Locked-In LIBOR Rate	1.71%
Open Equity	$ (2,818,000)
Year 2016 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 900,000,000	$ 800,000,000
Derivative Entry Rate	1.51%	1.52%
Locked-In LIBOR Rate	0.72%	1.54%
Open Equity	$ (7,035,000)	$ 139,000
Year 2017 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 900,000,000	$ 800,000,000
Derivative Entry Rate	2.31%	2.36%
Locked-In LIBOR Rate	1.26%	2.23%
Open Equity	$ (9,486,000)	$ (1,041,000)
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 900,000,000	$ 800,000,000
Derivative Entry Rate	2.77%	2.94%
Locked-In LIBOR Rate	1.70%	2.54%
Open Equity	$ (9,625,000)	$ (2,361,000)
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 900,000,000
Derivative Entry Rate	2.56%
Locked-In LIBOR Rate	1.94%
Open Equity	$ (28,821,000)