Derivative Instruments, Information of Treasury Futures Agreements (Details) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
U.S. Treasury Futures [Member]
Derivative [Line Items]
Fair Value	$ 5,920	$ (53)
U.S. Treasury Futures [Member] | 2 years [Member]
Derivative [Line Items]
Fair Value		63
U.S. Treasury Futures [Member] | 5 years [Member]
Derivative [Line Items]
Fair Value	1,720	(53)
U.S. Treasury Futures [Member] | 10 years [Member]
Derivative [Line Items]
Fair Value	4,200	(63)
U.S. Treasury Futures Options [Member]
Derivative [Line Items]
Fair Value	47	234
U.S. Treasury Futures Options [Member] | 10 years [Member]
Derivative [Line Items]
Fair Value	47	234
Long Positions [Member] | U.S. Treasury Futures [Member]
Derivative [Line Items]
Net Notional Amount	0	19,400
Long Positions [Member] | U.S. Treasury Futures [Member] | 2 years [Member]
Derivative [Line Items]
Net Notional Amount		0
Long Positions [Member] | U.S. Treasury Futures [Member] | 5 years [Member]
Derivative [Line Items]
Net Notional Amount	0	0
Long Positions [Member] | U.S. Treasury Futures [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	0	19,400
Long Positions [Member] | U.S. Treasury Futures Options [Member]
Derivative [Line Items]
Net Notional Amount	90,000	60,000
Long Positions [Member] | U.S. Treasury Futures Options [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	90,000	60,000
Short Positions [Member] | U.S. Treasury Futures [Member]
Derivative [Line Items]
Net Notional Amount	271,300	100,000
Short Positions [Member] | U.S. Treasury Futures [Member] | 2 years [Member]
Derivative [Line Items]
Net Notional Amount		85,000
Short Positions [Member] | U.S. Treasury Futures [Member] | 5 years [Member]
Derivative [Line Items]
Net Notional Amount	104,300	15,000
Short Positions [Member] | U.S. Treasury Futures [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	167,000	0
Short Positions [Member] | U.S. Treasury Futures Options [Member]
Derivative [Line Items]
Net Notional Amount	20,000	60,000
Short Positions [Member] | U.S. Treasury Futures Options [Member] | 10 years [Member]
Derivative [Line Items]
Net Notional Amount	$ 20,000	$ 60,000