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Offsetting Assets and Liabilities (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Offsetting of Derivative Assets    
Gross Amounts $ 13,776 $ 14,466
Derivative Asset 13,776 14,466
Net Amounts of Assets presented in the Consolidated Balance Sheets 5,111 2,606
Financial Instruments (11,241) (13,917)
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election 2,535 549
Gross amounts of derivative liability, fair value, gross liability 6,370 10,130
Derivative liabilities, net amounts of assets presented in consolidated balance sheets 6,370 10,130
Financial instruments, derivative liability, at fair value (2,576) (2,057)
Cash collateral, derivative liability, at fair value (2,819) (8,073)
Net Amount 975 0
Gross amounts of repurchase agreements 2,824,801 2,818,837
Repurchase agreement, net amounts of assets presented in consolidated balance sheets 2,824,801 2,818,837
Financial instruments, repurchase agreements (2,824,801) (2,818,837)
Gross amounts of derivative liability 2,831,171 2,828,967
Derivative liability, net amounts of assets presented in consolidated balance sheets 2,831,171 2,828,967
Derivative liability, financial instruments (2,827,377) (2,820,894)
Derivative liability, net amount 975 0
Derivative liability, cash collateral pledged 55,400 38,000
Fair value of investments pledged against repurchase agreements 3,200,000 3,300,000
Agency RMBS Interest-Only Strips accounted for as derivatives, included in MBS    
Offsetting of Derivative Assets    
Gross Amounts 8,665 11,860
Derivative Asset 8,665 11,860
Financial Instruments (8,665) (11,860)
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election 0 0
Derivative asset    
Offsetting of Derivative Assets    
Gross Amounts 5,111 2,606
Net Amounts of Assets presented in the Consolidated Balance Sheets 5,111 2,606
Financial Instruments (2,576) (2,057)
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election $ 2,535 $ 549