Annual report pursuant to Section 13 and 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.22.0.1
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
 12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount $ 23,932,603,000 $ 48,445,497,000
Additions 107,111,076,000 137,123,540,000
Settlement, Termination, Expiration or Exercise (113,883,878,000) (161,636,434,000)
End of Period Notional Amount 17,159,801,000 23,932,603,000
Average Notional Amount (20,332,439,000) (35,028,650,000)
Realized Gain (Loss), net (259,947,000) (332,446,000)
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 0
Settlement, Termination, Expiration or Exercise (71,061,000) (78,975,000)
Realized Gain (Loss), net (398,000) (116,000)
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 10,107,476,000 56,867,740,000
Settlement, Termination, Expiration or Exercise (2,366,517,000) (83,923,869,000)
Realized Gain (Loss), net (5,778,000) (334,458,000)
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (2,871,000,000) 6,767,000,000
Settlement, Termination, Expiration or Exercise (2,640,000,000) (4,274,000,000)
Realized Gain (Loss), net 8,147,000 (53,290,000)
TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 90,927,000,000 60,103,000,000
Settlement, Termination, Expiration or Exercise (92,008,000,000) (62,333,000,000)
Realized Gain (Loss), net (175,368,000) 42,499,000
Put and Call Options for TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 1,500,000,000  
Settlement, Termination, Expiration or Exercise (1,500,000,000)  
Realized Gain (Loss), net (5,683,000)  
U.S. Treasury and Eurodollar Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 2,021,100,000  
Additions 7,447,600,000 13,385,800,000
Settlement, Termination, Expiration or Exercise (15,298,300,000) (10,984,700,000)
End of Period Notional Amount 5,829,600,000 2,021,100,000
Realized Gain (Loss), net (80,867,000) 14,996,000
Markit IOS Total Return Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions   0
Settlement, Termination, Expiration or Exercise   (41,890,000)
Realized Gain (Loss), net   (2,077,000)
Net Long Position [Member] | Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 318,162,000 397,137,000
End of Period Notional Amount 247,101,000 318,162,000
Average Notional Amount (282,380,000) (360,000,000)
Net Long Position [Member] | Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 12,646,341,000 39,702,470,000
End of Period Notional Amount 20,387,300,000 12,646,341,000
Average Notional Amount (15,870,590,000) (27,137,669,000)
Net Long Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 3,750,000,000 1,257,000,000
End of Period Notional Amount   3,750,000,000
Average Notional Amount   (2,188,661,000)
Net Long Position [Member] | TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 5,197,000,000 7,427,000,000
End of Period Notional Amount 4,116,000,000 5,197,000,000
Average Notional Amount (6,538,666,000) (4,540,759,000)
Net Long Position [Member] | Put and Call Options for TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount 0 0
Average Notional Amount (267,123,000)  
Net Long Position [Member] | U.S. Treasury and Eurodollar Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 2,021,100,000  
End of Period Notional Amount   2,021,100,000
Average Notional Amount   (791,420,000)
Net Long Position [Member] | Markit IOS Total Return Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0 41,890,000
End of Period Notional Amount   0
Average Notional Amount   (10,141,000)
Net Short Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
End of Period Notional Amount 1,761,000,000  
Average Notional Amount (428,586,000)  
Net Short Position [Member] | U.S. Treasury and Eurodollar Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   $ 380,000,000
End of Period Notional Amount 5,829,600,000  
Average Notional Amount $ (2,197,734,000)