Derivative Instruments, Information of Treasury Futures Agreements (Details) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
U.S. Treasury Futures [Member]
Derivative [Line Items]
Fair Value	$ (24)	$ 252
U.S. Treasury Futures [Member] | 5 years [Member]
Derivative [Line Items]
Fair Value	18	252
U.S. Treasury Futures [Member] | 10 years [Member]
Derivative [Line Items]
Fair Value	(42)	0
U.S. Treasury Futures Options [Member]
Derivative [Line Items]
Fair Value	83
U.S. Treasury Futures Options [Member] | 10 years [Member]
Derivative [Line Items]
Fair Value	83
Long Positions [Member] | U.S. Treasury Futures [Member]
Derivative [Line Items]
Net Notional Amount	67,000	110,000
Long Positions [Member] | U.S. Treasury Futures [Member] | 5 years [Member]
Derivative [Line Items]
Net Notional Amount	11,500	85,000
Long Positions [Member] | U.S. Treasury Futures [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	55,500	25,000
Long Positions [Member] | U.S. Treasury Futures Options [Member]
Derivative [Line Items]
Net Notional Amount	70,000
Long Positions [Member] | U.S. Treasury Futures Options [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	70,000
Short Positions [Member] | U.S. Treasury Futures [Member]
Derivative [Line Items]
Net Notional Amount	0	0
Short Positions [Member] | U.S. Treasury Futures [Member] | 5 years [Member]
Derivative [Line Items]
Net Notional Amount	0	0
Short Positions [Member] | U.S. Treasury Futures [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	0	$ 0
Short Positions [Member] | U.S. Treasury Futures Options [Member]
Derivative [Line Items]
Net Notional Amount	40,000
Short Positions [Member] | U.S. Treasury Futures Options [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	$ 40,000