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Derivative Instruments Schedule of Gains and Losses on Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps $ 1,281 $ 957 $ 1,072 $ 7
Net realized gains (losses) other than on periodic settements of interest rate swaps 2,777 (3,938) 15,239 (10,462)
Net realized gains (losses) on financial derivatives 4,058 (2,981) 16,311 (10,455) [1]
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (893) (1,657) (932) (1,801)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 5,499 968 16,937 499
Change in net unrealized gains (losses) on financial derivatives 4,606 (689) 16,005 (1,302) [1]
Interest Rate Swap [Member]        
Derivative [Line Items]        
Net realized gains (losses) on periodic settements of interest rate swaps 1,281 957 1,072 7
Net realized gains (losses) other than on periodic settements of interest rate swaps 2,096 (76) 5,065 (71)
Net realized gains (losses) on financial derivatives 3,377 881 6,137 (64)
Change in net unrealized gains (losses) on accrued periodic settlements on interest rate swaps (893) (1,657) (932) (1,801)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2,383 808 12,167 (870)
Change in net unrealized gains (losses) on financial derivatives 1,490 (849) 11,235 (2,671)
Swaption [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps (249) 0 (249) 0
Net realized gains (losses) on financial derivatives (249) 0 (249) 0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (221) (37) 68 (37)
Change in net unrealized gains (losses) on financial derivatives (221) (37) 68 (37)
TBA securities [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps (692) (3,475) 10,151 (9,363)
Net realized gains (losses) on financial derivatives (692) (3,475) 10,151 (9,363)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2,100 (179) 1,460 936
Change in net unrealized gains (losses) on financial derivatives 2,100 (179) 1,460 936
Futures [Member]        
Derivative [Line Items]        
Net realized gains (losses) other than on periodic settements of interest rate swaps 1,622 (387) 272 (1,028)
Net realized gains (losses) on financial derivatives 1,622 (387) 272 (1,028)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 1,237 376 3,242 470
Change in net unrealized gains (losses) on financial derivatives $ 1,237 $ 376 $ 3,242 $ 470
[1] Conformed to current period presentation.