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Derivative Instruments, Offsetting Assets (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets $ 36,655 $ 24,439
Gross amounts offset in the consolidated balance sheet (9,904) (181)
Net amounts of assets presented in the consolidated balance sheet 26,751 24,258
Gross amounts not offset in the consolidated balance sheet in financial instruments (26,751) (23,571)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 (687)
Net amount 0 0
Interest Rate Swaps [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 33,200 23,176
Gross amounts offset in the consolidated balance sheet (6,455) 0
Net amounts of assets presented in the consolidated balance sheet 26,745 23,176
Gross amounts not offset in the consolidated balance sheet in financial instruments (26,745) (23,176)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
Interest Rate Swaptions [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 6 170
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 6 170
Gross amounts not offset in the consolidated balance sheet in financial instruments (6) (170)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
TBAs [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 3,449 349
Gross amounts offset in the consolidated balance sheet (3,449) (181)
Net amounts of assets presented in the consolidated balance sheet 0 168
Gross amounts not offset in the consolidated balance sheet in financial instruments 0 (168)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount $ 0 0
Treasury Futures [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets   744
Gross amounts offset in the consolidated balance sheet   0
Net amounts of assets presented in the consolidated balance sheet   744
Gross amounts not offset in the consolidated balance sheet in financial instruments   (57)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)   (687)
Net amount   $ 0