Derivative Instruments - Cash Collateral Posted and Received in Respect of Derivative and Other Financial Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
Cash collateral posted	$ 73,966	$ 59,103
U.S. Treasury Note Futures
Cash collateral posted	7,350	6,960
Interest Rate Swap
Cash collateral posted	62,787	46,218
Unsettled MBS Trades and TBA Commitments, Net
Cash collateral posted	$ 3,829	$ 5,925