Derivatives Offsetting Assets (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 4,266	$ 4,290
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	4,266	4,290
Derivative, Collateral, Obligation to Return Securities	0	(380)	[1]
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,266	3,910
Interest rate swaption
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset		573
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	411	573
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	411	573
Options on U.S. Treasury futures
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset		2,883
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	386	2,883
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	386	2,883
Long position | TBA securities
Offsetting Assets [Line Items]
Derivative Asset, Fair Value, Gross Asset	3,469	834
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	3,469	834
Derivative, Collateral, Obligation to Return Securities	0	(380)	[1]
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	$ 3,469	$ 454

[1] Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total cash posted as collateral, which is recorded as "restricted cash," and the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically