Derivative Instruments - TBAs (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2022	Dec. 31, 2021
Currency swaps and forwards
Fair value of derivative assets	$ 2,476	$ 1,163
Fair value, liabilities	(1,872)	(602)
Derivative instruments not accounted as hedges under GAAP
Currency swaps and forwards
Fair value of derivative assets	1,748	105
Fair value, liabilities	(1,872)	(602)
Derivative, fair value, net	(124)	(497)
TBAs | Derivative instruments not accounted as hedges under GAAP
Currency swaps and forwards
Notional amount, assets	(100,000)	0
Fair value of derivative assets	1,383	0
Notional amount, liabilities	0
Fair value, liabilities	0
Derivative, notional amount, net	100,000
Derivative, fair value, net	1,383
Changes in notional amount
Derivative, notional amount	100,000
TBAs | Derivative instruments not accounted as hedges under GAAP | Long
Currency swaps and forwards
Notional amount, assets	0
Fair value of derivative assets	0
Notional amount, liabilities	0
Fair value, liabilities	0
Derivative, notional amount, net	0	0
Changes in notional amount
Derivative, notional amount	0
Additions	400,000
Additions	(400,000)
Derivative, notional amount	0
TBAs | Derivative instruments not accounted as hedges under GAAP | Short
Currency swaps and forwards
Notional amount, assets	(100,000)
Fair value of derivative assets	1,383
Notional amount, liabilities	0
Fair value, liabilities	0
Derivative, notional amount, net	100,000	$ 0
Changes in notional amount
Derivative, notional amount	0
Additions	500,000
Additions	(400,000)
Derivative, notional amount	$ 100,000