Derivative Instruments - Gains and Losses (Details) - USD ($) $ in Thousands	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations	$ 0	$ (13,134)	$ (9,631)
Mark-to-Market	(208)	(3,953)	9,390
Total	549	(197,703)	(103,727)
Collateral already posted, aggregate fair value	1,400	510
Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations	64	(13,086)	(15,038)
Variation Margin Settlement	490	(179,759)	(108,169)
Return (Recovery) of Basis	(300)	(834)	3,081
Mark-to-Market	(208)	(3,953)	9,390
Contractual interest income (expense), net	503	(71)	7,009
Total	549	(197,703)	(103,727)
Interest Rate Swaps \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations	0	(262)	(4,978)
Variation Margin Settlement	490	(179,759)	(108,169)
Return (Recovery) of Basis	0	262	5,769
Mark-to-Market	(38)	(2,515)	5,140
Contractual interest income (expense), net	109	(1,395)	3,732
Total	561	(183,669)	(98,506)
Interest Sate Swaption \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations		80	(332)
Variation Margin Settlement		0
Return (Recovery) of Basis		0
Mark-to-Market		0
Contractual interest income (expense), net		0
Total		80	(332)
Interest-Only Strips—accounted for as derivatives \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations	0	(940)	0
Variation Margin Settlement	0	0	0
Return (Recovery) of Basis	(300)	(1,096)	(2,688)
Mark-to-Market	(206)	(532)	(508)
Contractual interest income (expense), net	394	1,324	3,277
Total	(112)	(1,244)	81
Option \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations			1,378
Variation Margin Settlement			0
Return (Recovery) of Basis			0
Mark-to-Market			0
Contractual interest income (expense), net			0
Total			1,378
Futures Contracts \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations			(12,862)
Variation Margin Settlement			0
Return (Recovery) of Basis			0
Mark-to-Market			4,657
Contractual interest income (expense), net			0
Total			(8,205)
Credit Default Swap \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations	64	(9,534)	(178)
Variation Margin Settlement	0	0	0
Return (Recovery) of Basis	0	0	0
Mark-to-Market	36	(1,834)	1,029
Contractual interest income (expense), net	0	0	0
Total	$ 100	(11,368)	851
TBAs \| Derivative Instruments Not Accounted as Hedges Under GAAP
Amounts recognized on the statements of operations related to the Company's derivatives
Other Settlements / Expirations		(2,430)	1,934
Variation Margin Settlement		0	0
Return (Recovery) of Basis		0	0
Mark-to-Market		928	(928)
Contractual interest income (expense), net		0	0
Total		$ (1,502)	$ 1,006

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (d)
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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects.

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-Publisher FASB
-Name Accounting Standards Codification
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The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.

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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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-Topic 230
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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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Derivative, Variation Margin Settlement

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