Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ (23,932,603,000) $ (48,445,497,000) $ (36,528,169,000)
U.S. Treasury Futures [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount (2,000,000,000.0) (380,000,000.0)  
Markit IOS Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   29,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   (41,890,000)  
Derivative assets      
Derivative, Fair Value, Net [Abstract]      
Fair Value 95,937,000 188,051,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (10,039,262,000) (14,343,137,000)  
Derivative assets | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 62,200,000 69,469,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (318,162,000) (397,137,000)  
Derivative assets | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 102,268,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 (2,725,000,000)  
Derivative assets | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 7,801,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 (1,257,000,000)  
Derivative assets | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 30,062,000 8,011,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (7,700,000,000) (9,584,000,000)  
Derivative assets | U.S. Treasury Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 3,675,000 502,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (2,021,100,000) (380,000,000)  
Derivative assets | Markit IOS Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   0  
Derivative liabilities      
Derivative, Fair Value, Net [Abstract]      
Fair Value (11,058,000) (6,740,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (13,893,341,000) (34,862,360,000)  
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 (12,646,341,000) (36,977,470,000)  
Derivative liabilities | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (596,000) 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (3,750,000,000) 0  
Derivative liabilities | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (10,462,000) (6,711,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (2,503,000,000) (2,157,000,000)  
Derivative liabilities | U.S. Treasury Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 0 0  
Derivative liabilities | Markit IOS Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   (29,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   $ (41,890,000)