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Derivative Instruments - Hedge Derivatives (Details) - USD ($)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020	Dec. 31, 2020
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 34,300,000
Notional Amount	1,500,000,000		$ 1,500,000,000
Net (gain) loss on cash flow hedges reclassified from other comprehensive income into net income, net of tax	(2,692,000)	$ (123,000)	(2,188,000)	$ 1,702,000
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			12,500,000
Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	3,155,470,000		3,155,470,000		$ 3,131,832,000
Hedging derivative | Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	240,000	6,459,000	(15,034,000)	70,228,000
Hedging derivative | Fair value hedge
Derivative [Line Items]
Forecasted Notional Amount	1,031,490,000		1,031,490,000		708,931,000
Fair Value Hedge Assets	(40,640,000)		(40,640,000)		(67,314,000)
Hedging derivative | Fair value hedge | Securities
Derivative [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(8,092,000)	(2,559,000)	26,674,000	(41,432,000)
Increase (Decrease) in Fair Value of Hedged Item in Interest Rate Fair Value Hedge	8,092,000	2,559,000	(26,674,000)	41,432,000
Derivative Instruments and Hedges, Assets	1,206,722,000		1,206,722,000		841,543,000
Fair Value Hedging Adjustment	40,640,000		40,640,000		67,314,000
Hedging derivative | Fair value hedge | Securities | LIBOR
Derivative [Line Items]
Forecasted Notional Amount	477,500,000		477,500,000
Hedging derivative | Fair value hedge | Securities | Federal Funds Rate
Derivative [Line Items]
Forecasted Notional Amount	554,000,000.0		554,000,000.0
Hedging derivative | Fair value hedge | Loans
Derivative [Line Items]
Amortization expense, reduction to interest income on loans	927,000	1,000,000.0	1,900,000	2,100,000
Pay fixed and receive variable swaps | Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,577,735,000		1,577,735,000		1,565,916,000
Pay variable and receive fixed swaps | Not Designated as Hedging Instrument
Derivative [Line Items]
Notional Amount	1,577,735,000		$ 1,577,735,000		$ 1,565,916,000
Asset derivatives | Hedging derivative | Cash flow hedge
Derivative [Line Items]
Description of Location of Interest Rate Cash Flow Hedge Derivative on Balance Sheet			Other assets		Other assets
Forecasted Notional Amount	0		$ 0		$ 1,500,000,000
Cash Flow Hedges Derivative Instruments at Fair Value, Net	0		0		124,585,000
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 240,000	6,318,000	$ (15,034,000)	71,667,000
Asset derivatives | Hedging derivative | Fair value hedge | Securities
Derivative [Line Items]
Weighted Average Remaining Maturity			5 years 11 months 1 day
Pay Rate (as percent)	0.53%		0.53%
Derivative, Type of Interest Rate Paid on Swap			Federal Funds
Forecasted Notional Amount	$ 457,284,000		$ 457,284,000		$ 231,421,000
Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet			Other assets		Other assets
Fair Value Hedge Assets	11,818,000		$ 11,818,000		$ 4,696,000
Liability derivatives | Hedging derivative | Cash flow hedge
Derivative [Line Items]
Amount of Gain (Loss) Recognized in Other Comprehensive Income (Loss)	$ 0	$ 141,000	$ 0	$ (1,439,000)
Liability derivatives | Hedging derivative | Fair value hedge | Securities
Derivative [Line Items]
Weighted Average Remaining Maturity			5 years 4 months 24 days
Pay Rate (as percent)	2.68%		2.68%
Derivative, Type of Interest Rate Paid on Swap			3 month LIBOR/Federal Funds
Forecasted Notional Amount	$ 574,206,000		$ 574,206,000		$ 477,510,000
Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet			Other liabilities		Other liabilities
Fair Value Hedge Assets	$ (52,458,000)		$ (52,458,000)		$ (72,010,000)

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Net fair value of all derivative instruments designated as cash flow hedging instruments, which is ordinarily reflected within other comprehensive income.

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Fixed interest rate related to the interest rate derivative.

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Carrying amount as of the balance sheet date of the asset arising from derivative instruments and hedging activities, which are expected to be converted into cash or otherwise disposed of within a year or the normal operating cycle, if longer.

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Reference to the index or unit of measurement for the underlying which establishes the pricing terms of the derivative instrument. For example, the basis on the underlying for a natural gas futures contract might be the NYMEX price per million British thermal units (MMBtu).

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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