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Derivatives - Offsetting Assets (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Offsetting Assets [Line Items]    
Derivative asset, fair value, net $ 24,751 $ 111,913
Derivative asset, fair value, gross 24,751 111,913
Gross Amounts Not Offset in the Condensed Consolidated Balance Sheet, Financial Instruments (71,382) (24,505)
Gross Amounts Not Offset in the Condensed Consolidated Balance Sheet, Net Cash Collateral Held 83,066 (85,431)
Total Net 36,435 1,977
Interest rate swap contracts    
Offsetting Assets [Line Items]    
Derivative asset, fair value, net 23,659 107,677
Derivative asset, fair value, gross 23,659 107,677
Gross Amounts Not Offset in the Condensed Consolidated Balance Sheet, Financial Instruments (70,290) (24,505)
Gross Amounts Not Offset in the Condensed Consolidated Balance Sheet, Net Cash Collateral Held 83,066 (82,838)
Total Net 36,435 334
TBA Agency Securities    
Offsetting Assets [Line Items]    
Derivative asset, fair value, net 1,092 4,236
Derivative asset, fair value, gross 1,092 4,236
Gross Amounts Not Offset in the Condensed Consolidated Balance Sheet, Financial Instruments (1,092) 0
Gross Amounts Not Offset in the Condensed Consolidated Balance Sheet, Net Cash Collateral Held 0 (2,593)
Total Net $ 0 $ 1,643