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Derivatives Offsetting Assets (Details) - USD ($) $ in Thousands | Mar. 31, 2020 | Dec. 31, 2019
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Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  | $ 3,031 |  | $ 4,290 |
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 3,031 |  | 4,290 |
Derivative, Collateral, Obligation to Return Securities | [1] | 0 |  | (380) |
Derivative, Collateral, Obligation to Return Cash |  | 0 |  | 0 | [1]
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | 3,031 |  | 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 |  |  |  | 573 |
Derivative, Collateral, Obligation to Return Securities | [1] |  |  | 0 |
Derivative, Collateral, Obligation to Return Cash |  |  |  | 0 |
Derivative Asset, Fair Value, Amount Offset Against Collateral |  |  |  | 573 |
Options on U.S. Treasury futures |  |  |  |  |
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  | 3,031 |  | 2,883 |
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 3,031 |  | 2,883 |
Derivative, Collateral, Obligation to Return Securities |  | 0 | [1] | 0 |
Derivative, Collateral, Obligation to Return Cash |  | 0 |  | 0 |
Derivative Asset, Fair Value, Amount Offset Against Collateral |  | $ 3,031 |  | 2,883 |
Long position | TBA securities |  |  |  |  |
Offsetting Assets [Line Items] |  |  |  |  |
Derivative Asset, Fair Value, Gross Asset |  |  |  | 834 |
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  |  |  | 834 |
Derivative, Collateral, Obligation to Return Securities | [1] |  |  | (380) |
Derivative, Collateral, Obligation to Return Cash | [1] |  |  | 0 |
Derivative Asset, Fair Value, Amount Offset Against Collateral |  |  |  | $ 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.

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- Definition Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 13 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226016-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=109980867&loc=d3e41678-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (d)(2) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 + Details
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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=118948506&loc=SL51823488-111719 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
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- Definition Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226006-175313 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=109980867&loc=d3e41678-113959 + Details
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