Derivatives Offsetting Liabilities (Details) - USD ($) $ in Thousands		Dec. 31, 2020		Dec. 31, 2019
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability		$ (1,634)		$ (974)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		(1,634)		(974)
Derivative, Collateral, Right to Reclaim Securities		107		380	[1]
Derivative, Collateral, Right to Reclaim Cash		1,527	[1]	0
Derivative Liability, Fair Value, Amount Offset Against Collateral		0		(594)
U.S. Treasury futures
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability		1,527
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		1,527
Derivative, Collateral, Right to Reclaim Securities		0
Derivative, Collateral, Right to Reclaim Cash	[1]	1,527
Derivative Liability, Fair Value, Amount Offset Against Collateral		0
Interest rate swaption
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability		107
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		107
Derivative, Collateral, Right to Reclaim Securities		107
Derivative, Collateral, Right to Reclaim Cash		0
Derivative Liability, Fair Value, Amount Offset Against Collateral		$ 0
Short position | TBA securities
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability				(974)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral				(974)
Derivative, Collateral, Right to Reclaim Securities	[1]			380
Derivative, Collateral, Right to Reclaim Cash				0
Derivative Liability, Fair Value, Amount Offset Against Collateral				$ (594)

[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