Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

v3.21.2
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ (20,187,509,000) $ (23,094,926,000) $ (23,932,603,000) $ (25,836,064,000) $ (8,076,933,000) $ (48,445,497,000)
Put and Call Options for TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 4,000,000          
Notional Disclosures [Abstract]            
Derivative, Notional Amount (1,000,000,000)          
U.S. Treasury and Eurodollar Futures [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount (5,900,000,000)   (2,000,000,000)      
Derivative assets            
Derivative, Fair Value, Net [Abstract]            
Fair Value 53,044,000   95,937,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (2,627,014,000)   (10,039,262,000)      
Derivative assets | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 45,724,000   62,200,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (263,014,000)   (318,162,000)      
Derivative assets | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative assets | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 760,000   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (114,000,000)   0      
Derivative assets | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 2,556,000   30,062,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (1,478,000,000)   (7,700,000,000)      
Derivative assets | Put and Call Options for TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 4,004,000          
Notional Disclosures [Abstract]            
Derivative, Notional Amount (1,000,000,000)          
Derivative assets | U.S. Treasury and Eurodollar Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   3,675,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   (2,021,100,000)      
Derivative liabilities            
Derivative, Fair Value, Net [Abstract]            
Fair Value (82,895,000)   (11,058,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (17,560,495,000)   (13,893,341,000)      
Derivative liabilities | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative liabilities | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (17,036,595,000)   (12,646,341,000)      
Derivative liabilities | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (6,441,000)   (596,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (827,000,000)   (3,750,000,000)      
Derivative liabilities | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (48,701,000)   (10,462,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (7,264,000,000)   (2,503,000,000)      
Derivative liabilities | Put and Call Options for TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0          
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0          
Derivative liabilities | U.S. Treasury and Eurodollar Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (27,753,000)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ (5,913,100,000)   $ 0