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Derivative Instruments (Tables)
 9 Months Ended
Sep. 30, 2021
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments Effects on Operating Results
The effect of the Company’s derivatives on the Consolidated Statements of Operations for the nine months ended September 30, 2021 and September 30, 2020 is presented below.
Net gains (losses) on derivatives
for the nine months ended
Derivative InstrumentsLocation on Consolidated Statements of
Operations and Comprehensive Income		September 30, 2021September 30, 2020
    (dollars in thousands)
Interest Rate SwapsNet unrealized gains (losses) on derivatives$— $204,611 
Interest Rate Swaps
Net realized gains (losses) on derivatives (1)
— (470,352)
Treasury FuturesNet unrealized gains (losses) on derivatives— (3,611)
Treasury FuturesNet realized gains (losses) on derivatives— (34,700)
SwaptionsNet unrealized gains (losses) on derivatives— — 
SwaptionsNet realized gains (losses) on derivatives— — 
Total $— $(304,052)
(1) Includes loss on termination of interest rate swaps of $464 million during the nine months ended September 30, 2020.