Derivatives - Offsetting Assets (Details) - USD ($) $ in Thousands |
Sep. 30, 2020 |
Dec. 31, 2019 |
|---|---|---|
| Offsetting Assets [Line Items] | ||
| Gross Amounts | $ 10,557 | $ 24,751 |
| Gross Amounts Not Offset, Financial Instruments | (13,388) | (71,382) |
| Gross Amounts Not Offset, Cash Collateral | 14,497 | 83,066 |
| Total Net | 11,666 | 36,435 |
| Interest rate swap contracts | ||
| Offsetting Assets [Line Items] | ||
| Gross Amounts | 5,223 | 23,659 |
| Gross Amounts Not Offset, Financial Instruments | (9,528) | (70,290) |
| Gross Amounts Not Offset, Cash Collateral | 15,942 | 83,066 |
| Total Net | 11,637 | 36,435 |
| TBA Agency Securities | ||
| Offsetting Assets [Line Items] | ||
| Gross Amounts | 5,334 | 1,092 |
| Gross Amounts Not Offset, Financial Instruments | (3,860) | (1,092) |
| Gross Amounts Not Offset, Cash Collateral | (1,445) | 0 |
| Total Net | $ 29 | $ 0 |