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Derivative Financial Instruments - Summary of TBA Contracts - 30 Year [Member] - USD ($)
Jun. 30, 2017
Dec. 31, 2016
Derivatives, Fair Value [Line Items]    
Notional Amount $ (400,000,000) $ (200,000,000)
Cost Basis (412,594,000) (203,304,000)
Market Value Of TBA Contract (410,504,000) (204,422,000)
Assets, at Fair Value 2,090,000  
Liabilities, at Fair Value   (1,118,000)
3% [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount (250,000,000) (100,000,000)
Cost Basis (251,063,000) (99,406,000)
Market Value Of TBA Contract (249,628,000) (99,344,000)
Assets, at Fair Value 1,435,000 62,000
4.0% [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount   (100,000,000)
Cost Basis   (103,898,000)
Market Value Of TBA Contract   (105,078,000)
Liabilities, at Fair Value   $ (1,180,000)
4.5% [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount (150,000,000)  
Cost Basis (161,531,000)  
Market Value Of TBA Contract (160,876,000)  
Assets, at Fair Value $ 655,000