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Derivative Instruments, Realized Gain (Loss) Related to Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative, Gain (Loss) on Derivative, Net [Abstract]                      
Realized gain (loss) on derivatives, net $ (17,148) $ 12,627 $ (365) $ (7,476) $ (3,162) $ (707) $ (2,033) $ 13 $ (12,362) $ (5,889) $ (5,554)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member]                      
Derivative, Gain (Loss) on Derivative, Net [Abstract]                      
Realized gain (loss) on derivatives, net                 (12,362) (5,889) (5,554)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Interest Rate Swaps [Member]                      
Derivative, Gain (Loss) on Derivative, Net [Abstract]                      
Realized gain (loss) on derivatives, net                 (27,950) (2,149) (1,573)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Interest Rate Swaptions [Member]                      
Derivative, Gain (Loss) on Derivative, Net [Abstract]                      
Realized gain (loss) on derivatives, net                 (1,544) (1,451) (680)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | TBAs [Member]                      
Derivative, Gain (Loss) on Derivative, Net [Abstract]                      
Realized gain (loss) on derivatives, net                 2,251 (2,315) (1,339)
Not Designated as Hedging Instrument [Member] | Realized Gain (Loss) on Derivatives, Net [Member] | Treasury Futures [Member]                      
Derivative, Gain (Loss) on Derivative, Net [Abstract]                      
Realized gain (loss) on derivatives, net                 $ 14,881 $ 26 $ (1,962)