Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Mar. 31, 2021
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2019
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ 19,137,094,000 $ 23,932,603,000 $ 60,549,307,000 $ 48,445,497,000
Derivative assets        
Derivative, Fair Value, Net [Abstract]        
Fair Value 55,145,000 95,937,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 16,272,194,000 10,039,262,000    
Derivative assets | Inverse Interest-Only Securities [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 54,384,000 62,200,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 300,597,000 318,162,000    
Derivative assets | Interest Rate Swap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 15,221,597,000 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 761,000 30,062,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 750,000,000 7,700,000,000    
Derivative assets | U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 3,675,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 0 2,021,100,000    
Derivative liabilities        
Derivative, Fair Value, Net [Abstract]        
Fair Value (16,162,000) (11,058,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 2,864,900,000 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 0 12,646,341,000    
Derivative liabilities | Interest Rate Swaption [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 (596,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 0 3,750,000,000    
Derivative liabilities | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (5,584,000) (10,462,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 4,050,000,000 2,503,000,000    
Derivative liabilities | U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (10,578,000) 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ 1,185,100,000 $ 0