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 ($)
Jun. 30, 2021
Mar. 31, 2021
Dec. 31, 2020
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 23,094,926,000 $ 19,137,094,000 $ 23,932,603,000 $ 8,076,933,000 $ 60,549,307,000 $ 48,445,497,000
U.S. Treasury and Eurodollar Futures [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 513,500,000   2,000,000,000.0      
Derivative assets            
Derivative, Fair Value, Net [Abstract]            
Fair Value 60,376,000   95,937,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 4,717,273,000   10,039,262,000      
Derivative assets | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 50,985,000   62,200,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 281,473,000   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 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative assets | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 9,384,000   30,062,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 4,495,000,000   7,700,000,000      
Derivative assets | U.S. Treasury and Eurodollar Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 7,000   3,675,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 59,200,000   2,021,100,000      
Derivative liabilities            
Derivative, Fair Value, Net [Abstract]            
Fair Value (14,208,000)   (11,058,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 18,377,653,000   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 15,646,953,000   12,646,341,000      
Derivative liabilities | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (5,888,000)   (596,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 201,000,000   3,750,000,000      
Derivative liabilities | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (5,814,000)   (10,462,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 2,359,000,000   2,503,000,000      
Derivative liabilities | U.S. Treasury and Eurodollar Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (2,506,000)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 572,700,000   $ 0