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Derivative Instruments - Summary of net realized gains (losses) recorded in the consolidated statements of income (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Net realized gains (losses) on derivative instruments    
Net realized gains (losses) on derivative instruments [1] $ 36,116 $ 127,189
Not designated as hedging instrument    
Net realized gains (losses) on derivative instruments    
Net realized gains (losses) on derivative instruments 36,116 127,189
Futures contracts | Not designated as hedging instrument    
Net realized gains (losses) on derivative instruments    
Net realized gains (losses) on derivative instruments 47,438 95,944
Foreign currency forward contracts | Not designated as hedging instrument    
Net realized gains (losses) on derivative instruments    
Net realized gains (losses) on derivative instruments (22,071) (10,870)
TBAs | Not designated as hedging instrument    
Net realized gains (losses) on derivative instruments    
Net realized gains (losses) on derivative instruments 0 745
Other | Not designated as hedging instrument    
Net realized gains (losses) on derivative instruments    
Net realized gains (losses) on derivative instruments [2] $ 10,749 $ 41,370
[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