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Financial Derivatives (Fair Value of Financial Derivatives) (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- [1] $ 15,356 $ 20,001
Financial derivatives–liabilities, at fair value- [1] (26,904) $ (20,806)
Total (11,548)  
TBA securities purchase contracts    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 445  
Financial derivatives–liabilities, at fair value- (33)  
TBA securities sale contracts    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 86  
Financial derivatives–liabilities, at fair value- (3,042)  
Fixed payer interest rate swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 2,291  
Financial derivatives–liabilities, at fair value- (6,243)  
Fixed receiver interest rate swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 3,096  
Financial derivatives–liabilities, at fair value- (1,328)  
Basis swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 4  
Credit default swaps on asset-backed securities    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,233  
Financial derivatives–liabilities, at fair value- (822)  
Credit default swaps on asset-backed indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 3,276  
Credit default swaps on corporate bonds    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 715  
Financial derivatives–liabilities, at fair value- (945)  
Credit default swaps on corporate bond indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 3,519  
Financial derivatives–liabilities, at fair value- (11,907)  
Recovery swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- (8)  
Total return swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 123  
Futures    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 138  
Financial derivatives–liabilities, at fair value- (2,454)  
Forwards    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 430  
Financial derivatives–liabilities, at fair value- $ (122)  
[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.