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Derivative Instruments, Offsetting Assets (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets $ 18,998 $ 18,581
Gross amounts offset in the consolidated balance sheet (1,352) (2,611)
Net amounts of assets presented in the consolidated balance sheet 17,646 15,970
Gross amounts not offset in the consolidated balance sheet in financial instruments (16,434) (14,001)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) (1,212) (1,969)
Net amount 0 0
Interest Rate Swaps [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 15,164 10,791
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 15,164 10,791
Gross amounts not offset in the consolidated balance sheet in financial instruments (15,164) (10,791)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
Interest Rate Swaptions [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 1,516 798
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 1,516 798
Gross amounts not offset in the consolidated balance sheet in financial instruments (1,516) (798)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
TBAs [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 2,235 6,740
Gross amounts offset in the consolidated balance sheet (1,352) (2,611)
Net amounts of assets presented in the consolidated balance sheet 883 4,129
Gross amounts not offset in the consolidated balance sheet in financial instruments (883) (4,129)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
U.S. Treasury Futures Options [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets 83  
Gross amounts offset in the consolidated balance sheet 0  
Net amounts of assets presented in the consolidated balance sheet 83  
Gross amounts not offset in the consolidated balance sheet in financial instruments 1,129  
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) (1,212)  
Net amount $ 0  
Treasury Futures [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets   252
Gross amounts offset in the consolidated balance sheet   0
Net amounts of assets presented in the consolidated balance sheet   252
Gross amounts not offset in the consolidated balance sheet in financial instruments   1,717
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged)   (1,969)
Net amount   $ 0