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Derivative Financial Instruments - Summary of TBA Contracts - 30 Year [Member] - USD ($)
Mar. 31, 2017
Dec. 31, 2016
Derivatives, Fair Value [Line Items]    
Notional Amount $ (447,000,000) $ (200,000,000)
Cost Basis (464,605,000) (203,304,000)
Market Value Of TBA Contract (466,841,000) (204,422,000)
Liabilities, at Fair Value (2,236,000) (1,118,000)
3% [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount (150,000,000) (100,000,000)
Cost Basis (147,406,000) (99,406,000)
Market Value Of TBA Contract (148,781,000) (99,344,000)
Assets, at Fair Value   62,000
Liabilities, at Fair Value (1,375,000)  
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 (297,000,000)  
Cost Basis (317,199,000)  
Market Value Of TBA Contract (318,060,000)  
Liabilities, at Fair Value $ (861,000)