Derivative Instruments - Fair value and notional amount of derivatives (Details) - USD ($) $ in Thousands		Sep. 30, 2022	Dec. 31, 2021
Derivative offsetting
Derivative assets subject to master netting agreements		$ 164,900	$ 122,300
Derivative liabilities subject to master netting agreements		$ 112,600	$ 53,900
Derivative Asset, Statement of Financial Position [Extensible Enumeration]		Other assets	Other assets
Derivative Liability, Statement of Financial Position [Extensible Enumeration]		Other liabilities	Other liabilities
Not designated as hedging instrument
Derivative [Line Items]
Asset derivatives - fair value		$ 176,160	$ 127,121
Liability derivatives - fair value		(112,577)	(54,224)
Not designated as hedging instrument | Futures contracts
Derivative [Line Items]
Asset derivatives - fair value	[1]	72,730	34,999
Liability derivatives - fair value	[1]	(60,684)	(9,808)
Net derivatives - notional value	[2]	2,189,945	2,826,564
Not designated as hedging instrument | Foreign currency forward contracts
Derivative [Line Items]
Asset derivatives - fair value	[1]	25,281	7,734
Liability derivatives - fair value	[1]	(26,995)	(11,390)
Net derivatives - notional value	[2]	835,941	915,962
Not designated as hedging instrument | TBAs
Derivative [Line Items]
Asset derivatives - fair value	[1]	0	11,227
Liability derivatives - fair value	[1]	0	0
Net derivatives - notional value	[2]	0	11,227
Not designated as hedging instrument | Other
Derivative [Line Items]
Asset derivatives - fair value	[1]	78,149	73,161
Liability derivatives - fair value	[1]	(24,898)	(33,026)
Net derivatives - notional value	[2]	$ 3,766,549	$ 3,736,773

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

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