Annual report pursuant to Section 13 and 15(d)

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

v3.22.0.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ (17,159,801,000) $ (23,932,603,000) $ (48,445,497,000)
U.S. Treasury and Eurodollar Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 35,362,000 3,675,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (5,829,600,000) (2,021,100,000)  
Derivative assets      
Derivative, Fair Value, Net [Abstract]      
Fair Value 80,134,000 95,937,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (18,327,801,000) (10,039,262,000)  
Derivative assets | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 41,367,000 62,200,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (247,101,000) (318,162,000)  
Derivative assets | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (20,387,300,000) 0  
Derivative assets | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 0  
Derivative assets | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 3,405,000 30,062,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (3,523,000,000) (7,700,000,000)  
Derivative assets | U.S. Treasury and Eurodollar Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 35,362,000 3,675,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (5,829,600,000) (2,021,100,000)  
Derivative liabilities      
Derivative, Fair Value, Net [Abstract]      
Fair Value (53,658,000) (11,058,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (1,168,000,000) (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 0 (12,646,341,000)  
Derivative liabilities | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (51,743,000) (596,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (1,761,000,000) (3,750,000,000)  
Derivative liabilities | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (1,915,000) (10,462,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (593,000,000) (2,503,000,000)  
Derivative liabilities | U.S. Treasury and Eurodollar Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 0 $ 0