Derivative Instruments Schedule of TBA Securities (Details) - USD ($) $ in Thousands |
Mar. 31, 2018 |
Dec. 31, 2017 |
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Derivative [Line Items] | |||||||||||||
Financial derivatives–assets, at fair value | [1] | $ 13,528 | $ 8,792 | ||||||||||
Financial derivatives–liabilities, at fair value | [1] | (5,876) | (1,863) | ||||||||||
Derivative, Fair Value, Net | 7,652 | 6,929 | |||||||||||
TBA securities- purchase contracts [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional | [2] | 139,704 | 113,144 | ||||||||||
Derivative cost basis | [3] | 142,712 | 117,635 | ||||||||||
Market Value, Underyling | [4] | 142,885 | 117,395 | ||||||||||
Derivative, Fair Value, Net | [5] | 173 | (240) | ||||||||||
TBA securities- sale contracts [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional | [2] | (382,253) | (686,855) | ||||||||||
Derivative cost basis | [3] | (383,724) | (713,353) | ||||||||||
Market Value, Underyling | [4] | (386,173) | (713,446) | ||||||||||
Derivative, Fair Value, Net | [5] | (2,449) | (93) | ||||||||||
TBA securities [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional, net | [2] | (242,549) | (573,711) | ||||||||||
Derivative cost basis | [3] | (241,012) | (595,718) | ||||||||||
Market Value, Underyling | [4] | (243,288) | (596,051) | ||||||||||
Derivative, Fair Value, Net | [5] | (2,276) | (333) | ||||||||||
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional | [2] | 98,555 | 37,355 | ||||||||||
Derivative cost basis | [3] | 99,949 | 38,065 | ||||||||||
Market Value, Underyling | [4] | 100,244 | 38,091 | ||||||||||
Financial derivatives–assets, at fair value | [5] | 295 | 26 | ||||||||||
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional | [2] | (3,600) | (358,279) | ||||||||||
Derivative cost basis | [3] | (3,770) | (372,219) | ||||||||||
Market Value, Underyling | [4] | (3,769) | (371,843) | ||||||||||
Financial derivatives–assets, at fair value | [5] | 1 | 376 | ||||||||||
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional | [2] | 41,149 | 75,789 | ||||||||||
Derivative cost basis | [3] | 42,763 | 79,570 | ||||||||||
Market Value, Underyling | [4] | 42,641 | 79,304 | ||||||||||
Financial derivatives–liabilities, at fair value | [5] | (122) | (266) | ||||||||||
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member] | |||||||||||||
Derivative [Line Items] | |||||||||||||
Derivative notional | [2] | (378,653) | (328,576) | ||||||||||
Derivative cost basis | [3] | (379,954) | (341,134) | ||||||||||
Market Value, Underyling | [4] | (382,404) | (341,603) | ||||||||||
Financial derivatives–liabilities, at fair value | [5] | $ (2,450) | $ (469) | ||||||||||
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