Derivative Instruments- Summary (Details) - USD ($) $ in Thousands	Dec. 31, 2019	Dec. 31, 2018
Derivative Instruments
Cash collateral, derivative liability, at fair value	$ 2,819	$ 8,073
Estimated Fair Value
Estimated Fair value, assets	13,776	14,466
Derivative liabilities	(6,370)	(10,130)
Derivative Instruments Not Accounted as Hedges Under GAAP
Estimated Fair Value
Estimated Fair value, assets	5,111	2,606
Derivative liabilities	(6,370)	(10,130)
Total derivative instruments	(1,259)	(7,524)
Interest Rate Swaps
Derivative Instruments
Cash collateral, derivative liability, at fair value	52,600
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP
Notional Amount
Notional amount, assets	2,701,000	1,128,400
Notional amount, liabilities	1,255,000	2,727,800
Estimated Fair Value
Estimated Fair value, assets	3,017	2,057
Derivative liabilities	(501)	(5,473)
Futures Contracts | Derivative Instruments Not Accounted as Hedges Under GAAP
Notional Amount
Notional amount, liabilities		300,400
Estimated Fair Value
Derivative liabilities		(4,657)
Credit Default Swap | Derivative Instruments Not Accounted as Hedges Under GAAP
Notional Amount
Notional amount, assets	60,100	50,000
Notional amount, liabilities	90,900
Estimated Fair Value
Estimated Fair value, assets	948	$ 549
Derivative liabilities	(3,795)
TBAs | Derivative Instruments Not Accounted as Hedges Under GAAP
Notional Amount
Notional amount, assets	1,000,000
Notional amount, liabilities	1,000,000
Estimated Fair Value
Estimated Fair value, assets	1,146
Derivative liabilities	(2,074)
Total derivative instruments	$ (928)