Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

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Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Derivative [Line Items]      
Derivative, Notional Amount $ 17,159,801,000 $ 23,932,603,000 $ 48,445,497,000
Derivative assets      
Derivative [Line Items]      
Derivative, Notional Amount 18,327,801,000 10,039,262,000  
Fair Value 80,134,000 95,937,000  
Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 1,168,000,000 13,893,341,000  
Fair Value (53,658,000) (11,058,000)  
TBAs [Member] | Derivative assets      
Derivative [Line Items]      
Derivative, Notional Amount 3,523,000,000 7,700,000,000  
Fair Value 3,405,000 30,062,000  
TBAs [Member] | Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 593,000,000 2,503,000,000  
Fair Value (1,915,000) (10,462,000)  
TBAs [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 4,116,000,000 7,700,000,000  
Cost Basis 4,238,881,000 8,102,344,000  
Market Value 4,240,371,000 8,132,406,000  
TBAs [Member] | Long [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 3,405,000 30,062,000  
TBAs [Member] | Long [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value (1,915,000) 0  
TBAs [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0 2,503,000,000  
Cost Basis 0 2,640,465,000  
Market Value 0 2,650,927,000  
TBAs [Member] | Short [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 0 0  
TBAs [Member] | Short [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value 0 (10,462,000)  
TBAs [Member] | Net Long Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 4,116,000,000 5,197,000,000 $ 7,427,000,000
Cost Basis 4,238,881,000 5,461,879,000  
Market Value 4,240,371,000 5,481,479,000  
TBAs [Member] | Net Long Position [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 3,405,000 30,062,000  
TBAs [Member] | Net Long Position [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value $ (1,915,000) $ (10,462,000)