Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (22,506,000)	$ 3,057,000	$ (35,660,000)	$ (4,364,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(15,446,000)	2,820,000	(26,406,000)	(3,316,000)
Interest Rate Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(65,000)	165,000	(1,217,000)	(1,120,000)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(7,050,000)	72,000	(8,061,000)	72
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ 55,000	$ 0	$ 24,000	$ 0