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Derivative Instruments Schedule of TBA Securities (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Derivative [Line Items]    
Financial derivatives–assets, at fair value $ 3,115 $ 4,180
Financial derivatives–liabilities, at fair value (12,144) (2,047)
Derivative, Fair Value, Net (9,029) 2,133
TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 319,280 70,447
Derivative cost basis 330,332 72,716
Market Value, Underyling 331,350 72,693
Derivative, Fair Value, Net 1,018 (23)
TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (529,888) (246,955)
Derivative cost basis (560,970) (255,903)
Market Value, Underyling (560,452) (256,062)
Derivative, Fair Value, Net 518 (159)
TBA securities [Member]    
Derivative [Line Items]    
Derivative notional, net (210,608) (176,508)
Derivative cost basis (230,638) (183,187)
Market Value, Underyling (229,102) (183,369)
Derivative, Fair Value, Net 1,536 (182)
Derivative Financial Instruments, Assets [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 279,500 26,877
Derivative cost basis 288,024 27,087
Market Value, Underyling 289,171 27,135
Financial derivatives–assets, at fair value 1,147 48
Derivative Financial Instruments, Assets [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (237,905) (82,520)
Derivative cost basis (252,708) (85,124)
Market Value, Underyling (251,584) (85,050)
Financial derivatives–assets, at fair value 1,124 74
Derivative Financial Instruments, Liabilities [Member] | TBA securities- purchase contracts [Member]    
Derivative [Line Items]    
Derivative notional 39,780 43,570
Derivative cost basis 42,308 45,629
Market Value, Underyling 42,179 45,558
Financial derivatives–liabilities, at fair value (129) (71)
Derivative Financial Instruments, Liabilities [Member] | TBA securities- sale contracts [Member]    
Derivative [Line Items]    
Derivative notional (291,983) (164,435)
Derivative cost basis (308,262) (170,779)
Market Value, Underyling (308,868) (171,012)
Financial derivatives–liabilities, at fair value $ (606) $ (233)