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Fair Value of Financial Instruments Level 3 (Details) - Non-Agency MBS - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance at the beginning of the period $ 2,274 $ 7,243
Unrealized gain included in OCI 225 (862)
Principal payments (1,853) (1,031)
Balance at the end of the period 1,808 6,236
Interest Income    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Accretion $ 1,162 $ 886