Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (11,591,000)	$ (802,000)	$ (39,181,000)	$ (13,154,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(1,196)	358	(18,701)	(10,960)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(5,001)	(1,011)	(13,976)	(1,011)
Swap [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(4,608)	0	(4,629)	0
Receiver Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	0	0	36	0
Payer Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	0	(61)	0	(1,152)
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (786)	$ (88)	$ (1,911)	$ (31)