Derivatives - Schedule of Futures and Options (Details) - USD ($) $ in Thousands		9 Months Ended	12 Months Ended
	Dec. 31, 2019	Sep. 30, 2021	Dec. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Total derivatives assets			$ 7,969	$ 11,342
Derivative liability, at fair value			(2,471)	(1,009)
Options on U.S. Treasury futures
Derivative [Line Items]
Total derivatives assets				1,094
Options on U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge
Derivative [Line Items]
Notional Amount			0	500,000
Total derivatives assets			$ 0	1,094
Average Term to Expiration	1 month
U.S. Treasury futures | Short position
Derivative [Line Items]
Derivative liability, at fair value				(902)
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position
Derivative [Line Items]
Average Term to Expiration		2 months	3 months
Derivative liability, notional amount			$ (3,890,000)	(825,000)
Derivative liability, at fair value			$ (2,471)	$ (902)