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Derivative Instruments Schedule of Derivatves (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Financial derivatives–assets, at fair value $ 1,732 $ 4,180
Financial derivatives–liabilities, at fair value (20,234) (2,047)
Derivative, Fair Value, Net (18,502) 2,133
TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative, Fair Value, Net 655 (23)
TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative, Fair Value, Net (3,455) (159)
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Financial derivatives–assets, at fair value 655 48
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Financial derivatives–assets, at fair value 127 74
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Financial derivatives–liabilities, at fair value 0 (71)
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Financial derivatives–liabilities, at fair value (3,582) (233)
Derivative Financial Instruments, Liabilities [Member] | Futures [Member]    
Derivative [Line Items]    
Financial derivatives–liabilities, at fair value (3,700) (96)
Short [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative, Fair Value, Net (12,837) 1,911
Short [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Financial derivatives–assets, at fair value 0 3,543
Short [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Financial derivatives–liabilities, at fair value (12,837) (1,632)
Long [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative, Fair Value, Net 504 66
Long [Member] | Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Financial derivatives–assets, at fair value 619 81
Long [Member] | Derivative Financial Instruments, Assets [Member] | Futures [Member]    
Derivative [Line Items]    
Financial derivatives–assets, at fair value 331 434
Long [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Financial derivatives–liabilities, at fair value $ (115) $ (15)