Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (19,442,000)	$ (11,591,000)	$ (23,861,000)	$ (39,181,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(6,990)	(1,196)	(7,562,000)	(18,701,000)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(5,890)	(5,001)	(9,740,000)	(13,976,000)
Swap [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(4,178)	(4,608)	(4,175,000)	(4,629,000)
Receiver Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	0	0	0	36,000
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (2,384)	$ (786)	$ (2,384,000)	$ (1,911,000)