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Derivative Instruments, Offsetting Assets (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets $ 20,586 $ 24,439
Gross amounts offset in the consolidated balance sheet (2,297) (181)
Net amounts of assets presented in the consolidated balance sheet 18,289 24,258
Gross amounts not offset in the consolidated balance sheet in financial instruments (18,289) (23,571)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 (687)
Net amount 0 0
Interest Rate Swaps [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 17,921 23,176
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 17,921 23,176
Gross amounts not offset in the consolidated balance sheet in financial instruments (17,921) (23,176)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
Interest Rate Swaptions [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 368 170
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 368 170
Gross amounts not offset in the consolidated balance sheet in financial instruments (368) (170)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
TBAs [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 2,297 349
Gross amounts offset in the consolidated balance sheet (2,297) (181)
Net amounts of assets presented in the consolidated balance sheet 0 168
Gross amounts not offset in the consolidated balance sheet in financial instruments 0 (168)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount $ 0 0
Treasury Futures [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets   744
Gross amounts offset in the consolidated balance sheet   0
Net amounts of assets presented in the consolidated balance sheet   744
Gross amounts not offset in the consolidated balance sheet in financial instruments   (57)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)   (687)
Net amount   $ 0