Derivative Financial Instruments - Summary of Eurodollar Futures Positions (Details) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 200,000,000	$ 900,000,000
Derivative Entry Rate	2.30%	2.23%
Locked-In LIBOR Rate	1.07%	1.57%
Open Equity	$ (6,162,000)	$ (19,193,000)
Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 185,000,000	$ 185,000,000
Derivative Entry Rate	1.44%	1.99%
Locked-In LIBOR Rate	1.40%	1.95%
Open Equity	$ (335,000)	$ 1,091,000
Dollar Price	131.13	125.91
Nominal Value	$ 242,600,000	$ 232,900,000
Year 2016 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 200,000,000	$ 900,000,000
Derivative Entry Rate	1.79%	1.51%
Locked-In LIBOR Rate	0.92%	0.98%
Open Equity	$ (432,000)	$ (4,718,000)
Year 2017 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 200,000,000	$ 900,000,000
Derivative Entry Rate	2.14%	2.31%
Locked-In LIBOR Rate	1.00%	1.59%
Open Equity	$ (2,279,000)	$ (6,550,000)
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 200,000,000	$ 900,000,000
Derivative Entry Rate	2.53%	2.77%
Locked-In LIBOR Rate	1.14%	1.99%
Open Equity	$ (2,786,000)	$ (7,060,000)
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 200,000,000	$ 900,000,000
Derivative Entry Rate	2.55%	2.56%
Locked-In LIBOR Rate	1.22%	2.17%
Open Equity	$ (6,162,000)	$ (865,000)