Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ 6,587,000	$ (22,506,000)	$ (32,594,000)	$ (35,660,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	1,194	(15,446)	(17,507)	(26,406)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	1,688	(7,050)	(12,288)	(8,061)
Swap [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	4,179	0	(450)	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	(65)	0	(1,217)
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (474)	$ 55	$ (2,385)	$ 24