Derivatives Offsetting Liabilities (Details) - USD ($) $ in Thousands		Jun. 30, 2021	Dec. 31, 2020
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability		$ (27,325)	$ (1,634)
Derivative Liability, Fair Value, Gross Asset		0	0
Derivative liabilities		27,325	1,634
Derivative, Collateral, Right to Reclaim Securities		0	107	[1]
Derivative, Collateral, Right to Reclaim Cash	[1]	27,325	1,527
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election		0	0
Interest rate swaption
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability			(107)
Derivative Liability, Fair Value, Gross Asset			0
Derivative liabilities			107
Derivative, Collateral, Right to Reclaim Securities	[1]		107
Derivative, Collateral, Right to Reclaim Cash			0
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election			0
Short position | U.S. Treasury futures
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability		27,140	(1,527)
Derivative Liability, Fair Value, Gross Asset		0	0
Derivative liabilities		(27,140)	1,527
Derivative, Collateral, Right to Reclaim Securities		0	0
Derivative, Collateral, Right to Reclaim Cash		27,140	1,527	[1]
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election		0	$ 0
Long position | TBA securities
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability		185
Derivative Liability, Fair Value, Gross Asset		0
Derivative liabilities		(185)
Derivative, Collateral, Right to Reclaim Securities		0
Derivative, Collateral, Right to Reclaim Cash	[1]	185
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election		$ 0

[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 fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically, and the total cash pledged or received as collateral which is disclosed in “cash collateral posted to/by counterparties.”