XML 60 R45.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Financial Instruments - Summary of TBA Contracts (Details) - Thirty Year [Member]
Dec. 31, 2016
USD ($)
Derivatives, Fair Value [Line Items]  
Notional Amount $ (200,000,000)
Cost Basis (203,304,000)
Market Value Of To Be Announced Contracts (204,422,000)
Assets, at Fair Value (1,118,000)
Three Percent [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount (100,000,000)
Cost Basis (99,406,000)
Market Value Of To Be Announced Contracts (99,344,000)
Assets, at Fair Value 62,000
Four Percent [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount (100,000,000)
Cost Basis (103,898,000)
Market Value Of To Be Announced Contracts (105,078,000)
Assets, at Fair Value $ (1,180,000)