Derivative Financial Instruments - Summary of Eurodollar Futures Positions (Details) - USD ($)	Mar. 31, 2017	Dec. 31, 2016
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 953,333,000	$ 643,750,000
Derivative Entry Rate	2.06%	2.01%
Locked-In LIBOR Rate	2.02%	1.97%
Open Equity	$ (1,364,000)	$ (1,095,000)
Treasury Note Futures [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 465,000,000	$ 465,000,000
Derivative Entry Rate	2.22%	2.27%
Locked-In LIBOR Rate	2.20%	2.24%
Open Equity	$ (2,347,000)	$ (3,134,000)
Dollar Price	124.56	124.28
Nominal Value	$ 579,200,000	$ 577,900,000
Year 2017 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 866,667,000	$ 600,000,000
Derivative Entry Rate	1.53%	1.48%
Locked-In LIBOR Rate	1.44%	1.28%
Open Equity	$ (556,000)	$ (1,206,000)
Year 2018 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,000,000,000	$ 600,000,000
Derivative Entry Rate	1.84%	1.81%
Locked-In LIBOR Rate	1.83%	1.82%
Open Equity	$ (91,000)	$ 76,000
Year 2019 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,000,000,000	$ 675,000,000
Derivative Entry Rate	2.09%	2.00%
Locked-In LIBOR Rate	2.20%	2.21%
Open Equity	$ 1,050,000	$ 1,429,000
Year 2020 Expiration [Member] | Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 925,000,000	$ 700,000,000
Derivative Entry Rate	2.62%	2.65%
Locked-In LIBOR Rate	2.43%	2.45%
Open Equity	$ (1,767,000)	$ (1,394,000)