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Derivative Instruments Schedule of Gains and Losses on Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Derivative [Line Items]    
Net realized gains (losses) on periodic settements of interest rate swaps $ 1,132 $ (15)
Net realized gains (losses) other than on periodic settements of interest rate swaps 14,823 1,668
Net realized gains (losses) on financial derivatives 15,955 1,653
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (1,511) (462)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2,076 (1,680)
Change in net unrealized gains (losses) on financial derivatives 565 (2,142)
Interest Rate Swap [Member]    
Derivative [Line Items]    
Net realized gains (losses) on periodic settements of interest rate swaps 1,132 (15)
Net realized gains (losses) other than on periodic settements of interest rate swaps 2,441 (29)
Net realized gains (losses) on financial derivatives 3,573 (44)
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (1,511) (462)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 6,098 756
Change in net unrealized gains (losses) on financial derivatives 4,587 294
Swaption [Member]    
Derivative [Line Items]    
Net realized gains (losses) other than on periodic settements of interest rate swaps 0  
Net realized gains (losses) on financial derivatives 0  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 205  
Change in net unrealized gains (losses) on financial derivatives 205  
TBA securities [Member]    
Derivative [Line Items]    
Net realized gains (losses) other than on periodic settements of interest rate swaps 11,303 1,831
Net realized gains (losses) on financial derivatives 11,303 1,831
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1,944) (2,342)
Change in net unrealized gains (losses) on financial derivatives (1,944) (2,342)
Futures [Member]    
Derivative [Line Items]    
Net realized gains (losses) other than on periodic settements of interest rate swaps 1,079 (134)
Net realized gains (losses) on financial derivatives 1,079 (134)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (2,283) (94)
Change in net unrealized gains (losses) on financial derivatives $ (2,283) $ (94)