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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 12,740 $ 20,001
Derivative Liability 25,572 $ 20,806
Derivative Assets (Liabilities), at Fair Value, Net (12,832)  
TBA securities    
Derivative [Line Items]    
Notional Amount 836,997  
Derivative, Cost Basis (874,026)  
Market Value Underlying (874,788)  
Derivative Assets (Liabilities), at Fair Value, Net (762)  
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 28,789  
Derivative, Cost Basis 29,709  
Market Value Underlying 29,752  
Derivative Assets (Liabilities), at Fair Value, Net 43  
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 865,786  
Derivative, Cost Basis (903,735)  
Market Value Underlying (904,540)  
Derivative Assets (Liabilities), at Fair Value, Net (805)  
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 28,789  
Derivative, Cost Basis 29,709  
Market Value Underlying 29,752  
Financial derivatives–assets, at fair value- 43  
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 136,628  
Derivative, Cost Basis (141,297)  
Market Value Underlying (141,198)  
Financial derivatives–assets, at fair value- 99  
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 729,158  
Derivative, Cost Basis (762,438)  
Market Value Underlying (763,342)  
Derivative Liability $ (904)