Financial Derivatives - Schedule of Derivative Instruments in Statement of Financial Position (Details) - USD ($) $ / shares in Units, $ in Thousands	6 Months Ended	12 Months Ended
Jun. 30, 2020	Dec. 31, 2020	Dec. 31, 2019
Notional Disclosures [Abstract]
Notional Amount		$ 15,447,553	$ 14,022,179
Asset
Asset		17,468	10,519
Collateral (held)/pledged		(1,345)	(2,685)
Net amount		16,123	7,834
(Liability)
(Liability)		(29,892)	(27,042)
Collateral (held)/pledged		212,263
Financial derivatives		182,371	105,087
Designated as hedge \| Fair value hedges: \| Pay fixed non-callable
Notional Disclosures [Abstract]
Notional Amount		5,463,303	4,955,686
Asset
Asset		10,157	7,163
(Liability)
(Liability)		$ (2,585)	$ (3,281)
Weighted- Average Pay Rate		2.26%	2.47%
Weighted- Average Receive Rate		0.21%	1.93%
Weighted- Average Remaining Term (in years)	11 years 3 months 3 days	11 years 11 months 12 days
Designated as hedge \| Fair value hedges: \| Receive fixed non-callable
Notional Disclosures [Abstract]
Notional Amount		$ 2,611,029	$ 1,413,200
Asset
Asset		2	76
(Liability)
(Liability)		$ (8,755)	$ (5,329)
Weighted- Average Pay Rate		0.32%	1.88%
Weighted- Average Receive Rate		1.61%	2.13%
Weighted- Average Remaining Term (in years)	1 year 3 months	2 years 1 month 6 days
Designated as hedge \| Fair value hedges: \| Receive fixed callable
Notional Disclosures [Abstract]
Notional Amount		$ 343,500	$ 524,000
Asset
Asset		3,108	476
(Liability)
(Liability)		$ (4)	$ (772)
Weighted- Average Pay Rate		0.16%	1.52%
Weighted- Average Receive Rate		1.78%	1.91%
Weighted- Average Remaining Term (in years)	2 years 9 months 29 days	3 years 1 month 28 days
Designated as hedge \| Cash flow hedges: \| Pay fixed non-callable
Notional Disclosures [Abstract]
Notional Amount		$ 472,000	$ 428,000
Asset
Asset		2,584	1,882
(Liability)
(Liability)		$ (8,771)	$ (1,514)
Weighted- Average Pay Rate		2.04%	2.36%
Weighted- Average Receive Rate		0.57%	2.12%
Weighted- Average Remaining Term (in years)	5 years 5 months 4 days	6 years 14 days
No hedge designation
Asset
Credit valuation adjustment		$ (1)	$ 0
(Liability)
Credit valuation adjustment		35	63
No hedge designation \| Pay fixed non-callable
Notional Disclosures [Abstract]
Notional Amount		339,090	342,745
Asset
Asset		0	7
(Liability)
(Liability)		$ (9,675)	$ (14,046)
Weighted- Average Pay Rate		2.38%	3.55%
Weighted- Average Receive Rate		0.19%	2.00%
Weighted- Average Remaining Term (in years)	5 years 6 months 3 days	4 years 2 months 23 days
No hedge designation \| Receive fixed non-callable
Notional Disclosures [Abstract]
Notional Amount		$ 2,359,220	$ 3,124,148
Asset
Asset		0	49
(Liability)
(Liability)		$ 0	$ (1,637)
Weighted- Average Pay Rate		0.16%	1.88%
Weighted- Average Receive Rate		0.87%	2.06%
Weighted- Average Remaining Term (in years)	1 year 7 months 28 days	1 year 25 days
No hedge designation \| Receive fixed callable
Notional Disclosures [Abstract]
Notional Amount		$ 200,000	$ 525,000
Asset
Asset		1	79
(Liability)
(Liability)		$ (12)	$ (80)
Weighted- Average Pay Rate		0.13%	1.64%
Weighted- Average Receive Rate		0.15%	1.68%
Weighted- Average Remaining Term (in years)	9 months 29 days	8 months 19 days
No hedge designation \| Basis swaps
Notional Disclosures [Abstract]
Notional Amount		$ 3,628,911	$ 2,670,000
Asset
Asset		1,617	787
(Liability)
(Liability)		$ (43)	$ (395)
Weighted- Average Pay Rate		0.18%	1.86%
Weighted- Average Receive Rate		0.23%	1.76%
Weighted- Average Remaining Term (in years)	10 months 24 days	2 years 10 days
No hedge designation \| Treasury futures
Notional Disclosures [Abstract]
Notional Amount		$ 30,500	$ 39,400
Asset
Asset		0	0
(Liability)
(Liability)		$ (82)	$ (51)
Weighted- Average Forward Price (in dollars per share)	$ 128.29	$ 137.81

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- Definition

Fair value of securities received as collateral against derivative assets.

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Nominal or face amount used to calculate payments on the derivative asset.

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- Definition

Average fixed interest rate related to the group of interest rate derivatives.

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Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Average variable interest rate related to the group of interest rate derivatives.

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- Definition

Amount of credit risk valuation adjustment to derivative assets to properly reflect the credit quality of the counterparties.

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Amount of credit risk valuation adjustment to derivative liabilities to properly reflect the credit quality of the entity.

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Fair value of securities pledged as collateral against derivative liabilities.

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