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Derivatives Offsetting Assets (Details) - USD ($) $ in Thousands | Jun. 30, 2018 | Dec. 31, 2017
--- | --- | ---
Offsetting Assets [Line Items] |  |  |
Derivative Asset, Fair Value, Gross Asset |  | $ 7,642 | $ 2,940
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 7,642 | 2,940
Derivative, Collateral, Obligation to Return Securities | [1] | 0 | (180)
Derivative, Collateral, Obligation to Return Cash |  | 4,889 | 666
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | 2,753 | 2,094
Interest rate swaps |  |  |
Offsetting Assets [Line Items] |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 985 | 791
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 985 | 791
Derivative, Collateral, Obligation to Return Securities | [1] | 0 | 0
Derivative, Collateral, Obligation to Return Cash |  | 0 | 0
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | 985 | 791
Eurodollar futures |  |  |
Offsetting Assets [Line Items] |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 967 | 666
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 967 | 666
Derivative, Collateral, Obligation to Return Securities | [1] | 0 | 0
Derivative, Collateral, Obligation to Return Cash |  | (967) | (666)
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | 0 | 0
TBA securities |  |  |
Offsetting Assets [Line Items] |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 2,034 | 1,483
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 2,034 | 1,483
Derivative, Collateral, Obligation to Return Securities | [1] | 0 | (180)
Derivative, Collateral, Obligation to Return Cash |  | (266) | 0
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | 1,768 | 1,303
Options on U.S. Treasury futures |  |  |
Offsetting Assets [Line Items] |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 3,656 | 0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 3,656 | 0
Derivative, Collateral, Obligation to Return Securities | [1] | 0 | 0
Derivative, Collateral, Obligation to Return Cash |  | (3,656) | 0
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | $ 0 | $ 0
[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 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.

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- Definition Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=84234895&loc=d3e41678-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226016-175313 + Details
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- Definition Amount of obligation to return securities collateral under master netting arrangements that have not been offset against derivative assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226016-175313 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 + Details
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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other 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 assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226000-175313 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=82924980&loc=SL51823488-111719 + Details
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- Definition Fair value, after offset of derivative liability, of financial asset or other 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, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226008-175313 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226006-175313 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=84234895&loc=d3e41678-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -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 + Details
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