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, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[1]	$ (48,196)	$ (21,435)	$ (117,591)	$ (36,428)
Not designated as hedging instrument
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(48,196)	(21,435)	(117,591)	(36,428)
Not designated as hedging instrument | Futures contracts
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(26,347)	(10,073)	(112,326)	(17,394)
Not designated as hedging instrument | Foreign currency forward contracts
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		(18,340)	(16,146)	(46,016)	(36,922)
Not designated as hedging instrument | TBAs
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments		0	(46)	(51)	(46)
Not designated as hedging instrument | Other
Net realized gains (losses) on derivative instruments
Net realized gains (losses) on derivative instruments	[2]	$ (3,509)	$ 4,830	$ 40,802	$ 17,934

[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