Derivative Instruments - Summary of net realized gains (losses) recorded in the consolidated statements of income (Details) - USD ($) $ in Thousands		3 Months Ended
		Mar. 31, 2022	Mar. 31, 2021
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	$ (23,711)	$ 36,116
Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(23,711)	36,116
Not designated as hedging instrument | Futures contracts
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(46,774)	47,438
Not designated as hedging instrument | Foreign currency forward contracts
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(2,038)	(22,071)
Not designated as hedging instrument | TBAs
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(51)	0
Not designated as hedging instrument | Other
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[2]	$ 25,152	$ 10,749

[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