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Mortgage-Backed Securities - Summary of Credit Loss Allowance (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2020
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Beginning allowance for credit losses $ 6,314 $ 0
Additions to the allowance for credit losses on securities for which credit losses were not previously recorded 247 6,561
Allowance on purchased financial assets with credit deterioration 0 0
Reductions for the securities sold during the period (321) (321)
Increase/(decrease) on securities with an allowance in the prior period (2,703) (2,703)
Write-offs charged against the allowance (1,748) (1,748)
Recoveries of amounts previously written off 28 28
Ending allowance for credit losses 1,817 1,817
Cumulative Effect, Period of Adoption, Adjustment    
Debt Securities, Available-for-sale, Allowance for Credit Loss [Roll Forward]    
Beginning allowance for credit losses $ 0 $ 0