XML 46 R27.htm IDEA: XBRL DOCUMENT
v3.22.0.1

Mortgage-Backed Securities - Investment Type (Details) - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2021 | Dec. 31, 2020
MBS designated as AFS: |  |
Par value | $ 1,369,816 | $ 2,076,346
Unamortized premium (discount) | (317,264) | (439,648)
Amortized cost | 1,687,080 | 2,515,994
Gross unrealized gain | 27,191 | 81,293
Gross unrealized loss | (20,462) | (1,032)
Fair value | 1,693,809 | 2,596,255
MBS measured at fair value through net income: |  |
Par value | 1,445,796 | 0
Unamortized premium | (317,264) | (439,648)
Amortized cost | 1,503,012 | 0
Gross unrealized gain | 57 | 0
Gross unrealized loss | (15,039) | 0
Fair value | 1,488,030 | 0
Total as of December 31, 2021 | 3,181,839 | 2,596,255
Fair Value Option |  |
MBS designated as AFS: |  |
Unamortized premium (discount) | (57,216) | 0
MBS measured at fair value through net income: |  |
Unamortized premium | (57,216) | 0
Agency RMBS-designated as AFS |  |
MBS designated as AFS: |  |
Par value | 1,193,951 | 1,839,046
Unamortized premium (discount) | (38,787) | (57,997)
Amortized cost | 1,232,738 | 1,897,043
Gross unrealized gain | 7,779 | 49,348
Gross unrealized loss | (19,994) | 0
Fair value | 1,220,523 | 1,946,391
MBS measured at fair value through net income: |  |
Par value | 1,445,796 | 0
Unamortized premium | (38,787) | (57,997)
Amortized cost | 1,481,169 | 0
Gross unrealized gain | 0 | 0
Gross unrealized loss | (14,917) | 0
Fair value | 1,466,252 | 0
Total as of December 31, 2021 | 2,686,775 | 1,946,391
Agency RMBS-designated as AFS | Fair Value Option |  |
MBS designated as AFS: |  |
Unamortized premium (discount) | (35,373) | 0
MBS measured at fair value through net income: |  |
Unamortized premium | (35,373) | 0
Agency CMBS-designated as AFS |  |
MBS designated as AFS: |  |
Par value | 174,899 | 235,801
Unamortized premium (discount) | (2,312) | (3,152)
Amortized cost | 177,211 | 238,953
Gross unrealized gain | 7,636 | 19,597
Gross unrealized loss | 0 | 0
Fair value | 184,847 | 258,550
MBS measured at fair value through net income: |  |
Par value |  | 0
Unamortized premium | (2,312) | (3,152)
Amortized cost |  | 0
Gross unrealized gain |  | 0
Gross unrealized loss |  | 0
Fair value |  | 0
Total as of December 31, 2021 | 184,847 | 258,550
Agency CMBS-designated as AFS | Fair Value Option |  |
MBS designated as AFS: |  |
Unamortized premium (discount) |  | 0
MBS measured at fair value through net income: |  |
Unamortized premium |  | 0
Agency CMBS IO -designated as AFS |  |
MBS designated as AFS: |  |
Par value | 0 | 0
Unamortized premium (discount) | (276,354) | (378,939)
Amortized cost | 276,354 | 378,939
Gross unrealized gain | 11,713 | 12,081
Gross unrealized loss | (426) | (981)
Fair value | 287,641 | 390,039
MBS measured at fair value through net income: |  |
Unamortized premium | (276,354) | (378,939)
Amortized cost | 21,843 | 0
Gross unrealized gain | 57 | 0
Gross unrealized loss | (122) | 0
Fair value | 21,778 | 0
Total as of December 31, 2021 | 309,419 | 390,039
Notional balance for interest only securities |  | 11,277,908
Agency CMBS IO -designated as AFS | Fair Value Option |  |
MBS designated as AFS: |  |
Unamortized premium (discount) | (21,843) | 0
MBS measured at fair value through net income: |  |
Par value | 0 | 0
Unamortized premium | (21,843) | 0
Non-Agency MBS |  |
MBS designated as AFS: |  |
Par value | 966 | 1,499
Unamortized premium (discount) | (189) | (440)
Amortized cost | 777 | 1,059
Gross unrealized gain | 63 | 267
Gross unrealized loss | (42) | (51)
Fair value | 798 | 1,275
MBS measured at fair value through net income: |  |
Par value |  | 0
Unamortized premium | (189) | (440)
Amortized cost |  | 0
Gross unrealized gain |  | 0
Gross unrealized loss |  | 0
Fair value |  | 0
Total as of December 31, 2021 | 798 | 1,275
Notional balance for interest only securities | 8,635,666 | 9,319,520
Non-Agency MBS | Fair Value Option |  |
MBS designated as AFS: |  |
Unamortized premium (discount) |  | 0
MBS measured at fair value through net income: |  |
Unamortized premium |  | $ 0
Agency Securities |  |
MBS measured at fair value through net income: |  |
Notional balance for interest only securities | 10,189,497 |
Agency Securities | Fair Value Option |  |
MBS measured at fair value through net income: |  |
Notional balance for interest only securities | $ 441,217 |

X
- Definition The remaining amount of investment premium (discount), net, originally recognized at the purchase date of the instruments that has yet to be amortized (accreted) into earnings. + References No definition available. + Details
Name: | dx_InvestmentsUnamortizedPremiumDiscount
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Notional balance for interest only securities owned by the Company. Interest only securities represent the right to receive excess interest payments, and not principal cash flows, based on the underlying unpaid principal balance (ie, notional) of the underlying pool of mortgage loans. + References No definition available. + Details
Name: | dx_Notionalbalanceforinterestonlysecurities
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Par value of a debt security for which the fair value option has been elected with changes in fair value recorded in net income. + References No definition available. + Details
Name: | dx_ParValueOfDebtSecurityFairValueOptionElected
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Par value of available for sale debt security for which changes in fair value are recorded in other comprehensive income. + References No definition available. + Details
Name: | dx_Parvalueofavailableforsaledebtsecurity
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amount, before tax, of unrealized gain in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27161-111563 + Details
Name: | us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Amount, before tax, of unrealized loss in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27161-111563 + Details
Name: | us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amortized cost of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27161-111563 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=124258926&loc=SL82898722-210454 + Details
Name: | us-gaap_AvailableForSaleDebtSecuritiesAmortizedCostBasis
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- References No definition available. + Details
Name: | us-gaap_AvailableForSaleSecuritiesAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- References No definition available. + Details
Name: | us-gaap_AvailableForSaleSecuritiesDebtMaturitiesSingleMaturityDateAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 210 -Section S99 -Paragraph 1 -Subparagraph (SX 210.9-03(6)) -URI http://asc.fasb.org/extlink&oid=120398452&loc=d3e534808-122878 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=124258926&loc=SL82898722-210454 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 45 -Paragraph 1 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=124260329&loc=d3e26610-111562 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (aa) -URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27161-111563 + Details
Name: | us-gaap_AvailableForSaleSecuritiesDebtSecurities
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amount of investment in debt security measured at fair value with change in fair value recognized in net income (trading) and investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 45 -Paragraph 1 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=124260329&loc=d3e26610-111562 + Details
Name: | us-gaap_DebtSecuritiesTradingAndAvailableForSale
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amount of unrealized gain on investment in debt security measured at fair value with change in fair value recognized in net income (trading). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 9 -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27357-111563 + Details
Name: | us-gaap_DebtSecuritiesTradingUnrealizedGain
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | duration

X
- Definition Amount of unrealized loss on investment in debt security measured at fair value with change in fair value recognized in net income (trading). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 9 -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=123581744&loc=d3e27357-111563 + Details
Name: | us-gaap_DebtSecuritiesTradingUnrealizedLoss
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | duration

X
- Definition Amount of investment in debt security measured at fair value with change in fair value recognized in net income (trading). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 45 -Paragraph 1 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=124260329&loc=d3e26610-111562 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=124260329&loc=d3e26610-111562 + Details
Name: | us-gaap_TradingSecuritiesDebt
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Amortized cost of investments in debt securities classified as trading. + References No definition available. + Details
Name: | us-gaap_TradingSecuritiesDebtAmortizedCost
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Details
Name: | dx_AccountingDesignationAxis=dx_FairValueOptionMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_InterestOnlyStripMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentAxis=us-gaap_AgencySecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |