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Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Sep. 30, 2020
Dec. 31, 2019
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 27,864 $ 16,788
Derivative Liability 34,814 27,621
Derivative Assets (Liabilities), at Fair Value, Net (6,950) (10,833)
TBA securities    
Derivative [Line Items]    
Notional Amount (319,677) (1,053,630)
Derivative, Cost Basis (344,166) (1,098,063)
Market Value Underlying (343,302) (1,098,479)
Derivative Assets (Liabilities), at Fair Value, Net 864 (416)
TBA securities | Long    
Derivative [Line Items]    
Notional Amount (168,890) (40,100)
Derivative, Cost Basis 175,252 40,585
Market Value Underlying 175,490 40,675
Derivative Assets (Liabilities), at Fair Value, Net 238 90
TBA securities | Short    
Derivative [Line Items]    
Notional Amount (488,567) (1,093,730)
Derivative, Cost Basis (519,418) (1,138,648)
Market Value Underlying (518,792) (1,139,154)
Derivative Assets (Liabilities), at Fair Value, Net 626 (506)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount (100,890) (40,100)
Derivative, Cost Basis 103,882 40,585
Market Value Underlying 104,276 40,675
Financial derivatives–assets, at fair value- 394 90
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount (401,722) (319,981)
Derivative, Cost Basis (428,049) (332,080)
Market Value Underlying (427,293) (331,574)
Financial derivatives–assets, at fair value- 756 506
Financial Derivatives - Liabilities | TBA securities | Long    
Derivative [Line Items]    
Notional Amount 68,000 0
Derivative, Cost Basis 71,370 0
Market Value Underlying 71,214 0
Derivative Liability (156) 0
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount (86,845) (773,749)
Derivative, Cost Basis (91,369) (806,568)
Market Value Underlying (91,499) (807,580)
Derivative Liability $ (130) $ (1,012)