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, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	$ (45,684)	$ (51,109)	$ (69,395)	$ (14,993)
Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(45,684)	(51,109)	(69,395)	(14,993)
Not designated as hedging instrument | Futures contracts
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(39,205)	(54,759)	(85,979)	(7,321)
Not designated as hedging instrument | Foreign currency forward contracts
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(25,638)	1,295	(27,676)	(20,776)
Not designated as hedging instrument | TBAs
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		0	0	(51)	0
Not designated as hedging instrument | Other
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[2]	$ 19,159	$ 2,355	$ 44,311	$ 13,104

[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