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Derivatives Offsetting Assets (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset $ 4,845 $ 6,563
Derivative Asset, Fair Value, Amount Not Offset Against Collateral 4,845 6,563
Derivative, Collateral, Obligation to Return Securities [1] (355) 0
Derivative, Collateral, Obligation to Return Cash 928 1,719
Derivative Asset, Fair Value, Amount Offset Against Collateral 3,562 4,844
Interest rate swaps    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset   324
Derivative Asset, Fair Value, Amount Not Offset Against Collateral   324
Derivative, Collateral, Obligation to Return Securities [1]   0
Derivative, Collateral, Obligation to Return Cash   0
Derivative Asset, Fair Value, Amount Offset Against Collateral   324
Interest rate swaption    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 1,851  
Derivative Asset, Fair Value, Amount Not Offset Against Collateral 1,851  
Derivative, Collateral, Obligation to Return Securities [1] 0  
Derivative, Collateral, Obligation to Return Cash 0  
Derivative Asset, Fair Value, Amount Offset Against Collateral 1,851  
Eurodollar futures    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 928  
Derivative Asset, Fair Value, Amount Not Offset Against Collateral 928  
Derivative, Collateral, Obligation to Return Securities [1] 0  
Derivative, Collateral, Obligation to Return Cash (928)  
Derivative Asset, Fair Value, Amount Offset Against Collateral 0  
Long position | TBA securities    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 2,066 6,239
Derivative Asset, Fair Value, Amount Not Offset Against Collateral 2,066 6,239
Derivative, Collateral, Obligation to Return Securities [1] (355) 0
Derivative, Collateral, Obligation to Return Cash 0 (1,719)
Derivative Asset, Fair Value, Amount Offset Against Collateral $ 1,711 $ 4,520
[1]
Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total cash posted as collateral, which is recorded as "restricted cash", and the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically.