Derivative Instruments - Fair value and notional amount of derivatives (Details) - USD ($) $ in Thousands		Jun. 30, 2022	Dec. 31, 2021
Derivative offsetting
Derivative assets subject to master netting agreements		$ 116,900	$ 122,300
Derivative liabilities subject to master netting agreements		75,100	53,900
Not designated as hedging instrument
Derivative [Line Items]
Asset derivatives - fair value		122,033	127,121
Liability derivatives - fair value		(75,147)	(54,224)
Not designated as hedging instrument | Futures contracts
Derivative [Line Items]
Net derivatives - notional value	[1]	2,794,246	2,826,564
Not designated as hedging instrument | Futures contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	49,695	34,999
Not designated as hedging instrument | Futures contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	(22,561)	(9,808)
Not designated as hedging instrument | Foreign currency forward contracts
Derivative [Line Items]
Net derivatives - notional value	[1]	908,192	915,962
Not designated as hedging instrument | Foreign currency forward contracts | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	9,556	7,734
Not designated as hedging instrument | Foreign currency forward contracts | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	(18,884)	(11,390)
Not designated as hedging instrument | TBAs
Derivative [Line Items]
Net derivatives - notional value	[1]	0	11,227
Not designated as hedging instrument | TBAs | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	0	11,227
Not designated as hedging instrument | TBAs | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	0	0
Not designated as hedging instrument | Other
Derivative [Line Items]
Net derivatives - notional value	[1]	3,849,244	3,736,773
Not designated as hedging instrument | Other | Other assets
Derivative [Line Items]
Asset derivatives - fair value	[2]	62,782	73,161
Not designated as hedging instrument | Other | Other liabilities
Derivative [Line Items]
Liability derivatives - fair value	[2]	$ (33,702)	$ (33,026)

[1] Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.

[2] The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’