Derivative Financial Instruments - Summary of Futures Positions (Details) - USD ($)	Dec. 31, 2016	Dec. 31, 2015
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 643,750,000	$ 900,000,000
Derivative Entry Rate	2.01%	2.23%
Locked-In LIBOR Rate	1.97%	1.57%
Open Equity	$ (1,095,000)	$ (19,193,000)
Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 465,000,000	$ 185,000,000
Derivative Entry Rate	2.27%	1.99%
Locked-In LIBOR Rate	2.24%	1.95%
Open Equity	$ (3,134,000)	$ 1,091,000
Dollar Price	125.91	125.91
Nominal Value	585,500,000	232,900,000
Year 2016 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ 900,000,000
Derivative Entry Rate		1.51%
Locked-In LIBOR Rate		0.98%
Open Equity		$ (4,718,000)
Year 2017 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 600,000,000	$ 900,000,000
Derivative Entry Rate	1.48%	2.31%
Locked-In LIBOR Rate	1.28%	1.59%
Open Equity	$ (1,206,000)	$ (6,550,000)
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 600,000,000	$ 900,000,000
Derivative Entry Rate	1.81%	2.77%
Locked-In LIBOR Rate	1.82%	1.99%
Open Equity	$ 76,000	$ (7,060,000)
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 675,000,000	$ 900,000,000
Derivative Entry Rate	2.00%	2.56%
Locked-In LIBOR Rate	2.21%	2.17%
Open Equity	$ 1,429,000	$ (865,000)
Year 2020 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 700,000,000
Derivative Entry Rate	2.65%
Locked-In LIBOR Rate	2.45%
Open Equity	$ (1,394,000)