Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (9,387,000)	$ (22,890,000)	$ (13,925,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(12,808,000)	(17,741,000)	(9,558,000)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(3,600,000)	(3,887,000)	72,000
Receiver Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	36,000	(431,000)	0
Payer Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	0	(1,217,000)	(4,439,000)
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(2,518,000)	386,000	0
Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ 9,503,000	$ 0	$ 0