Derivative Instruments Schedule of TBA Securities (Details) - USD ($) $ in Thousands		Dec. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Financial derivatives–assets, at fair value	[1]	$ 11,839	$ 8,792
Financial derivatives–liabilities, at fair value	[1]	(16,559)	(1,863)
Derivative, Fair Value, Net		(4,720)	6,929
TBA securities- purchase contracts [Member]
Derivative [Line Items]
Derivative notional	[2]	95,054	113,144
Derivative cost basis	[3]	95,967	117,635
Market Value, Underyling	[4]	96,761	117,395
Derivative, Fair Value, Net	[5]	794	(240)
TBA securities- sale contracts [Member]
Derivative [Line Items]
Derivative notional	[2]	(289,012)	(686,855)
Derivative cost basis	[3]	(291,438)	(713,353)
Market Value, Underyling	[4]	(293,974)	(713,446)
Derivative, Fair Value, Net	[5]	(2,536)	(93)
TBA securities [Member]
Derivative [Line Items]
Derivative notional, net	[2]	(193,958)	(573,711)
Derivative cost basis	[3]	(195,471)	(595,718)
Market Value, Underyling	[4]	(197,213)	(596,051)
Derivative, Fair Value, Net	[5]	(1,742)	(333)
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]
Derivative [Line Items]
Derivative notional	[2]	95,054	37,355
Derivative cost basis	[3]	95,967	38,065
Market Value, Underyling	[4]	96,761	38,091
Financial derivatives–assets, at fair value	[5]	794	26
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]
Derivative [Line Items]
Derivative notional	[2]	0	(358,279)
Derivative cost basis	[3]	0	(372,219)
Market Value, Underyling	[4]	0	(371,843)
Financial derivatives–assets, at fair value	[5]	0	376
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]
Derivative [Line Items]
Derivative notional	[2]	0	75,789
Derivative cost basis	[3]	0	79,570
Market Value, Underyling	[4]	0	79,304
Financial derivatives–liabilities, at fair value	[5]	0	(266)
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member]
Derivative [Line Items]
Derivative notional	[2]	(289,012)	(328,576)
Derivative cost basis	[3]	(291,438)	(341,134)
Market Value, Underyling	[4]	(293,974)	(341,603)
Financial derivatives–liabilities, at fair value	[5]	$ (2,536)	$ (469)

[1] In the Company's Consolidated Balance Sheet, all balances associated with the repurchase agreements and financial derivatives are presented on a gross basis.

[2] Notional amount represents the principal balance of the underlying Agency RMBS.

[3] Cost basis represents the forward price to be paid (received) for the underlying Agency RMBS.

[4] Market value represents the current market value of the underlying Agency RMBS (on a forward delivery basis) as of period end.

[5] Net carrying value represents the difference between the market value of the TBA contract as of period end and the cost basis and is reported in Financial derivatives-assets at fair value and Financial derivatives-liabilities at fair value on the Consolidated Balance Sheet.