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Derivative Instruments Schedule of TBA Securities (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 notional 53,800 70,447
Derivative cost basis 55,283 72,716
Market Value, Underyling 55,938 72,693
Derivative, Fair Value, Net 655 (23)
TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (303,388) (246,955)
Derivative cost basis (319,019) (255,903)
Market Value, Underyling (322,474) (256,062)
Derivative, Fair Value, Net (3,455) (159)
TBA securities [Member]    
Derivative [Line Items]    
Derivative notional, net (249,588) (176,508)
Derivative cost basis (263,736) (183,187)
Market Value, Underyling (266,536) (183,369)
Derivative, Fair Value, Net (2,800) (182)
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 53,800 26,877
Derivative cost basis 55,283 27,087
Market Value, Underyling 55,938 27,135
Financial derivatives–assets, at fair value 655 48
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (22,333) (82,520)
Derivative cost basis (23,729) (85,124)
Market Value, Underyling (23,602) (85,050)
Financial derivatives–assets, at fair value 127 74
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 0 43,570
Derivative cost basis 0 45,629
Market Value, Underyling 0 45,558
Financial derivatives–liabilities, at fair value 0 (71)
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (281,055) (164,435)
Derivative cost basis (295,290) (170,779)
Market Value, Underyling (298,872) (171,012)
Financial derivatives–liabilities, at fair value $ (3,582) $ (233)