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Derivative Instruments, Summary of Outstanding Notional Amounts and Interest Rate Swap Agreements of Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Derivative [Line Items]    
Total notional amount $ 80,000 $ 70,000
Weighted average pay rate 2.76% 2.74%
Weighted average receive rate type [1] LIBOR-BBA% LIBOR-BBA%
Weighted average years to maturity 10 years 10 months 24 days 10 years 10 months 24 days
Notional Amount of Interest Rate Swaps [Member]    
Derivative [Line Items]    
Total notional amount $ 609,950 $ 415,850
Weighted average pay rate 1.70% 1.46%
Weighted average receive rate 1.07% 0.90%
Weighted average years to maturity 5 years 6 months 4 years 9 months 18 days
Notional Amount of Options on Treasury Futures [Member]    
Derivative [Line Items]    
Total notional amount $ 15,000 $ 20,000
Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Total notional amount 742,450 549,850
Not Designated as Hedging Instrument [Member] | Notional Amount of Interest Rate Swaps [Member]    
Derivative [Line Items]    
Total notional amount 609,950 415,850
Not Designated as Hedging Instrument [Member] | Notional Amount of Swaptions [Member]    
Derivative [Line Items]    
Total notional amount 80,000 70,000
Not Designated as Hedging Instrument [Member] | Notional Amount of TBAs, Net [Member]    
Derivative [Line Items]    
Total notional amount 0  
Not Designated as Hedging Instrument [Member] | Notional Amount of TBAs, Net [Member] | Short [Member]    
Derivative [Line Items]    
Total notional amount   6,000
Not Designated as Hedging Instrument [Member] | Notional Amount of Treasury Futures [Member]    
Derivative [Line Items]    
Total notional amount $ 37,500 $ 50,000
[1] Floats in accordance with LIBOR.