Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (22,890,000)	$ (13,925,000)	$ 4,828,000
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(17,741,000)	(9,558,000)	4,828,288
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(3,887,000)	72,000	0
Receiver Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(431,000)	0	0
Payer Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(1,217,000)	(4,439,000)	0
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ 386,000	$ 0	$ 0