Derivative Financial Instruments - Income Statement Effect (Details) - USD ($)	3 Months Ended
	Mar. 31, 2017	Mar. 31, 2016
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ (4,419,000)	$ (27,590,000)
Eurodollar Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(571)	(17,505)
Treasury Note Future [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	(3,851)	(8,975)
Swap [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	3	(21)
Receiver Swaption [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	0	36
TBA Contracts [Member]
Derivatives, Fair Value [Line Items]
(Losses) gains on derivative instruments	$ 0	$ (1,125)