Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Mar. 31, 2022
Dec. 31, 2021
Mar. 31, 2021
Dec. 31, 2020
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ (18,878,215,000) $ (17,159,801,000) $ (19,137,094,000) $ (23,932,603,000)
U.S. Treasury and Eurodollar Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 35,362,000    
Derivative assets        
Derivative, Fair Value, Net [Abstract]        
Fair Value 58,496,000 80,134,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (20,247,015,000) (18,327,801,000)    
Derivative assets | Inverse Interest-Only Securities [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 30,622,000 41,367,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (232,218,000) (247,101,000)    
Derivative assets | Interest Rate Swap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (24,299,647,000) (20,387,300,000)    
Derivative assets | Interest Rate Swaption [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 15,584,000 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (114,000,000) 0    
Derivative assets | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 12,290,000 3,405,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (3,570,000,000) (3,523,000,000)    
Derivative assets | U.S. Treasury and Eurodollar Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 35,362,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (7,742,850,000) (5,829,600,000)    
Derivative assets | Options on U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0      
Notional Disclosures [Abstract]        
Derivative, Notional Amount (2,000,000)      
Derivative liabilities        
Derivative, Fair Value, Net [Abstract]        
Fair Value (127,529,000) (53,658,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (1,368,800,000) (1,168,000,000)    
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 0    
Derivative liabilities | Interest Rate Swaption [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (108,658,000) (51,743,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (2,647,000,000) (1,761,000,000)    
Derivative liabilities | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (18,871,000) (1,915,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (1,052,000,000) (593,000,000)    
Derivative liabilities | U.S. Treasury and Eurodollar Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (226,200,000) $ 0    
Derivative liabilities | Options on U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0      
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ 0