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Fair Value of Financial Instruments (Details) - USD ($) $ in Thousands | Sep. 30, 2018 | Dec. 31, 2017
--- | --- | ---
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities | $ 3,294,510 | $ 3,026,989
U.S. Treasuries | 0 | 146,530
Derivative asset | 2,612 | 2,940
Total assets carried at fair value | 3,297,122 | 3,176,459
Derivative liabilities | 2,039 | 269
Total liabilities carried at fair value | 2,039 | 269
Level 1 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities | 0 | 0
U.S. Treasuries | 0 | 146,530
Total assets carried at fair value | 1,047 | 147,196
Total liabilities carried at fair value | 0 | 0
Level 2 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities | 3,288,274 | 3,019,746
U.S. Treasuries | 0 | 0
Total assets carried at fair value | 3,289,839 | 3,022,020
Total liabilities carried at fair value | 2,039 | 269
Level 3 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Mortgage-backed securities | 6,236 | 7,243
U.S. Treasuries | 0 | 0
Total assets carried at fair value | 6,236 | 7,243
Total liabilities carried at fair value | 0 | 0
Interest rate swaps |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 694 | 791
Interest rate swaps | Level 1 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 0
Interest rate swaps | Level 2 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 694 | 791
Interest rate swaps | Level 3 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 0
Eurodollar futures |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 666
Eurodollar futures | Level 1 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 666
Eurodollar futures | Level 2 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 0
Eurodollar futures | Level 3 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 0
TBA securities |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 871 | 1,483
Derivative liabilities | 2,039 | 269
TBA securities | Level 1 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 0
Derivative liabilities | 0 | 0
TBA securities | Level 2 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 871 | 1,483
Derivative liabilities | 2,039 | 269
TBA securities | Level 3 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 | 0
Derivative liabilities | 0 | $ 0
Options on Treasury futures [Member] |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 1,047 |
Options on Treasury futures [Member] | Level 1 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 1,047 |
Options on Treasury futures [Member] | Level 2 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | 0 |
Options on Treasury futures [Member] | Level 3 |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |
Derivative asset | $ 0 |

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- Definition The fair value as of the balance sheet date of firm holdings in debt obligations issued by the US government including short-term Treasury bills, medium-term Treasury notes, and long-term Treasury bonds, as well as debt issued by agencies. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
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