Derivative Instruments - Summary of net realized gains (losses) recorded in the consolidated statements of income (Details) - USD ($) $ in Thousands		3 Months Ended				6 Months Ended
		Jun. 30, 2021		Jun. 30, 2020		Jun. 30, 2021	Jun. 30, 2020
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	$ (51,109)		$ (836)		$ (14,993)	$ 126,353
Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(51,109)		(836)		(14,993)	126,353
Futures contracts | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(54,759)		(1,607)		(7,321)	94,337
Foreign currency forward contracts | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		1,295		3,523		(20,776)	(7,347)
TBAs | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		0		264		0	1,009
Other | Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		$ 2,355	[2]	$ (3,016)	[2]	$ 13,104	$ 38,354

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

[2] Includes realized gains and losses on swaps, options and other derivatives contracts