Derivative Instruments - Summary of net realized gains (losses) recorded in the consolidated statements of income (Details) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended
		Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	$ 20,369	$ 42,893	$ 146,722	$ 142,730
Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		20,369	42,893	146,722	142,730
Futures contracts | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		10,945	46,194	105,282	140,503
Foreign currency forward contracts | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		10,813	2,044	3,466	(17,030)
TBAs | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		120	269	1,129	507
Other | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		$ (1,509)	$ (5,614)	$ 36,845	$ 18,750

[1] See note 9 for information on the Company’s derivative instruments.