XML 78 R64.htm IDEA: XBRL DOCUMENT v3.22.0.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ (17,159,801,000) $ (23,932,603,000) $ (48,445,497,000)
U.S. Treasury and Eurodollar Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 35,362,000 3,675,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (5,829,600,000) (2,021,100,000)  
Derivative assets      
Derivative, Fair Value, Net [Abstract]      
Fair Value 80,134,000 95,937,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (18,327,801,000) (10,039,262,000)  
Derivative assets | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 41,367,000 62,200,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (247,101,000) (318,162,000)  
Derivative assets | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (20,387,300,000) 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 3,405,000 30,062,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (3,523,000,000) (7,700,000,000)  
Derivative assets | U.S. Treasury and Eurodollar Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 35,362,000 3,675,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (5,829,600,000) (2,021,100,000)  
Derivative liabilities      
Derivative, Fair Value, Net [Abstract]      
Fair Value (53,658,000) (11,058,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (1,168,000,000) (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 (51,743,000) (596,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (1,761,000,000) (3,750,000,000)  
Derivative liabilities | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (1,915,000) (10,462,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (593,000,000) (2,503,000,000)  
Derivative liabilities | U.S. Treasury and Eurodollar Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 0 $ 0