Derivatives - Schedule of Futures and Options (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
	Mar. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
Derivative liability, at fair value	$ (18,328)	$ (2,471)
U.S. Treasury futures | Short position
Derivative [Line Items]
Derivative liability, at fair value		$ (2,471)
U.S. Treasury futures | Not Designated as Hedging Instrument, Economic Hedge | Short position
Derivative [Line Items]
Average Term to Expiration	3 months	3 months
Derivative liability, notional amount	$ (3,940,000)	$ (3,890,000)
Derivative liability, at fair value	$ (9,847)	$ (2,471)