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Derivative Instruments, Offsetting Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Offsetting Derivative Liabilities [Abstract]    
Gross amounts of recognized liabilities $ 899,319 $ 1,158,467
Gross amounts offset in the consolidated balance sheet (1,352) (2,611)
Net amounts of liabilities presented in the consolidated balance sheet 897,967 1,155,856
Gross amounts not offset in the consolidated balance sheet in financial instruments (889,361) (1,111,499)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) (8,606) (44,357)
Net amount 0 0
Repurchase Agreements [Member]    
Offsetting Derivative Liabilities [Abstract]    
Gross amounts of recognized liabilities 897,047 1,149,978
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of liabilities presented in the consolidated balance sheet 897,047 1,149,978
Gross amounts not offset in the consolidated balance sheet in financial instruments (888,441) (1,105,621)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) (8,606) (44,357)
Net amount 0 0
Interest Rate Swaps [Member]    
Offsetting Derivative Liabilities [Abstract]    
Gross amounts of recognized liabilities 896 5,878
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of liabilities presented in the consolidated balance sheet 896 5,878
Gross amounts not offset in the consolidated balance sheet in financial instruments (896) (5,878)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
TBAs [Member]    
Offsetting Derivative Liabilities [Abstract]    
Gross amounts of recognized liabilities 1,352 2,611
Gross amounts offset in the consolidated balance sheet (1,352) (2,611)
Net amounts of liabilities presented in the consolidated balance sheet 0 0
Gross amounts not offset in the consolidated balance sheet in financial instruments 0 0
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 $ 0
U.S. Treasury Futures [Member]    
Offsetting Derivative Liabilities [Abstract]    
Gross amounts of recognized liabilities 24  
Gross amounts offset in the consolidated balance sheet 0  
Net amounts of liabilities presented in the consolidated balance sheet 24  
Gross amounts not offset in the consolidated balance sheet in financial instruments (24)  
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0  
Net amount $ 0