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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 16,788 $ 20,001
Derivative Liability 27,621 $ 20,806
Derivative Assets (Liabilities), at Fair Value, Net (10,833)  
TBA securities    
Derivative [Line Items]    
Notional Amount 1,053,630  
Derivative, Cost Basis (1,098,063)  
Market Value Underlying (1,098,479)  
Derivative Assets (Liabilities), at Fair Value, Net (416)  
TBA securities | Long    
Derivative [Line Items]    
Notional Amount 40,100  
Derivative, Cost Basis 40,585  
Market Value Underlying 40,675  
Derivative Assets (Liabilities), at Fair Value, Net 90  
TBA securities | Short    
Derivative [Line Items]    
Notional Amount 1,093,730  
Derivative, Cost Basis (1,138,648)  
Market Value Underlying (1,139,154)  
Derivative Assets (Liabilities), at Fair Value, Net (506)  
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 40,100  
Derivative, Cost Basis 40,585  
Market Value Underlying 40,675  
Financial derivatives–assets, at fair value- 90  
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 319,981  
Derivative, Cost Basis (332,080)  
Market Value Underlying (331,574)  
Financial derivatives–assets, at fair value- 506  
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount 773,749  
Derivative, Cost Basis (806,568)  
Market Value Underlying (807,580)  
Derivative Liability $ (1,012)