Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
Derivative Assets	$ 91	$ 763
Derivative Liabilities	(3,431)	(4,833)
Interest Rate Swap and Forward Starting Interest Rate Swap
Derivative Assets	91	0
Derivative Liabilities	(1,124)	(3,338)
5-year U.S. Treasury Note Futures
Derivative Assets	0	0
Derivative Liabilities	0	(20)
10-year U.S. Treasury Note Futures
Derivative Assets	0	0
Derivative Liabilities	(219)	(1,321)
TBA Commitments
Derivative Assets	0	763
Derivative Liabilities	$ (2,088)	$ (154)

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=109250915&loc=d3e13433-108611

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

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Data Type:	xbrli:monetaryItemType
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Period Type:	instant