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Derivative Instruments - Schedule of Outstanding Derivatives (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Notional $ 81,750 $ 3,796,860
Assets 3,546 436
Liabilities 12 32,295
Credit default swaps    
Derivative [Line Items]    
Notional 44,750 47,000
Assets 710 0
Liabilities 4 1,142
Interest rate swaps    
Derivative [Line Items]    
Notional 37,000 3,649,500
Assets 2,836 312
Liabilities 8 0
Notional, asset 35,200  
Notional, liability 1,800  
Interest rate swaps on unsecured debt    
Derivative [Line Items]    
Notional 0 100,000
Assets 0 0
Liabilities 0 31,153
Treasury note futures    
Derivative [Line Items]    
Notional 0 360
Assets 0 124
Liabilities $ 0 $ 0