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Derivative Instruments, Outstanding Notional Amounts and Interest Rate Swap Agreements of Derivative Instruments (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Notional Amount of Interest Rate Swaps [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount $ 1,427,500 $ 1,451,900
Fair value $ 14,268 $ 4,913
Weighted average pay rate 0.50% 0.45%
Weighted average receive rate 0.72% 0.84%
Weighted average years to maturity 6 years 7 months 6 days 6 years 4 months 24 days
Notional Amount of Swaptions [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount $ 70,000 $ 70,000
Fair value $ 1,516 $ 798
Weighted average pay rate 1.54% 1.32%
Weighted average years to maturity [1] 9 years 3 months 18 days 10 years 7 months 6 days
Weighted average years to expiration 7 months 6 days 6 months
Notional Amount of Swaptions [Member] | LIBOR [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Weighted average receive rate type [2] LIBOR-BBA%  
Notional Amount of TBAs, Net [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount $ 352,900 $ 332,000
Fair value 362,892 343,849
Notional Amount of U.S. Treasury Futures [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Fair value (24) 252
Notional Amount of Options on Treasury Futures [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Fair value 83  
Not Designated as Hedging Instrument [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount 1,947,400 1,963,900
Not Designated as Hedging Instrument [Member] | Notional Amount of Interest Rate Swaps [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount 1,427,500 1,451,900
Not Designated as Hedging Instrument [Member] | Notional Amount of Swaptions [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount 70,000 70,000
Not Designated as Hedging Instrument [Member] | Notional Amount of TBAs, Net [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount 352,900 332,000
Not Designated as Hedging Instrument [Member] | Notional Amount of U.S. Treasury Futures [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount 67,000 110,000
Not Designated as Hedging Instrument [Member] | Notional Amount of Options on Treasury Futures [Member]    
Outstanding Notional Amounts and Interest Rate Swap Agreements [Abstract]    
Total notional amount $ 30,000 $ 0
[1] Weighted average years to maturity of the underlying swaps from the reporting date.
[2] Floats in accordance with LIBOR.