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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 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Net realized gains (losses) on derivative instruments        
Net realized gains (losses) on derivative instruments [1] $ (21,435) $ 20,369 $ (36,428) $ 146,722
Not designated as hedging instrument        
Net realized gains (losses) on derivative instruments        
Net realized gains (losses) on derivative instruments (21,435) 20,369 (36,428) 146,722
Futures contracts | Not designated as hedging instrument        
Net realized gains (losses) on derivative instruments        
Net realized gains (losses) on derivative instruments (10,073) 10,945 (17,394) 105,282
Foreign currency forward contracts | Not designated as hedging instrument        
Net realized gains (losses) on derivative instruments        
Net realized gains (losses) on derivative instruments (16,146) 10,813 (36,922) 3,466
TBAs | Not designated as hedging instrument        
Net realized gains (losses) on derivative instruments        
Net realized gains (losses) on derivative instruments (46) 120 (46) 1,129
Other | Not designated as hedging instrument        
Net realized gains (losses) on derivative instruments        
Net realized gains (losses) on derivative instruments [2] $ 4,830 $ (1,509) $ 17,934 $ 36,845
[1] See note 10 for information on the Company’s derivative instruments.
[2] Includes realized gains and losses on swaps, options and other derivatives contracts