Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
12 Months Ended |
Dec. 31, 2019 |
Dec. 31, 2018 |
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
$ (36,528,169,000)
|
$ (31,226,878,000)
|
| Additions |
201,880,291,000
|
115,471,781,000
|
| Settlement, Termination, Expiration or Exercise |
(189,202,963,000)
|
(110,170,490,000)
|
| End of Period Notional Amount |
(49,205,497,000)
|
(36,528,169,000)
|
| Average Notional Amount |
(52,764,012,000)
|
(31,823,176,000)
|
| Realized Gain (Loss), net |
317,488,000
|
(32,659,000)
|
| Inverse Interest-Only Securities [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(79,162,000)
|
(111,947,000)
|
| Realized Gain (Loss), net |
0
|
0
|
| Interest Rate Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
35,458,291,000
|
49,269,781,000
|
| Settlement, Termination, Expiration or Exercise |
(25,279,426,000)
|
(48,228,301,000)
|
| Realized Gain (Loss), net |
41,975,000
|
(71,578,000)
|
| Interest Rate Cap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(2,500,000,000)
|
0
|
| Additions |
0
|
2,500,000,000
|
| Settlement, Termination, Expiration or Exercise |
(2,500,000,000)
|
0
|
| End of Period Notional Amount |
|
(2,500,000,000)
|
| Average Notional Amount |
|
(1,054,795,000)
|
| Realized Gain (Loss), net |
(8,690,000)
|
0
|
| Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
14,457,000,000
|
(35,000,000)
|
| Settlement, Termination, Expiration or Exercise |
(13,263,000,000)
|
(2,568,000,000)
|
| Realized Gain (Loss), net |
61,644,000
|
67,985,000
|
| TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
143,008,000,000
|
64,988,000,000
|
| Settlement, Termination, Expiration or Exercise |
(142,065,000,000)
|
(57,931,000,000)
|
| Realized Gain (Loss), net |
234,716,000
|
(35,140,000)
|
| Short US Treasuries [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
(800,000,000)
|
| Settlement, Termination, Expiration or Exercise |
800,000,000
|
0
|
| Realized Gain (Loss), net |
(23,172,000)
|
0
|
| U.S. Treasury Futures [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
8,957,000,000
|
|
| Settlement, Termination, Expiration or Exercise |
(8,577,000,000)
|
|
| End of Period Notional Amount |
(380,000,000.0)
|
|
| Realized Gain (Loss), net |
43,977,000
|
|
| Put and Call Options for TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
(451,000,000)
|
| Settlement, Termination, Expiration or Exercise |
1,767,000,000
|
(1,316,000,000)
|
| Realized Gain (Loss), net |
(32,962,000)
|
6,839,000
|
| Markit IOS Total Return Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(48,265,000)
|
|
| Additions |
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(6,375,000)
|
(15,242,000)
|
| End of Period Notional Amount |
(41,890,000)
|
(48,265,000)
|
| Realized Gain (Loss), net |
0
|
(765,000)
|
| Net Long Position [Member] | Inverse Interest-Only Securities [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(476,299,000)
|
(588,246,000)
|
| End of Period Notional Amount |
(397,137,000)
|
(476,299,000)
|
| Average Notional Amount |
(437,039,000)
|
(530,509,000)
|
| Net Long Position [Member] | Interest Rate Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(29,523,605,000)
|
(28,482,125,000)
|
| End of Period Notional Amount |
(39,702,470,000)
|
(29,523,605,000)
|
| Average Notional Amount |
(38,951,332,000)
|
(28,317,793,000)
|
| Net Long Position [Member] | Interest Rate Cap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(2,500,000,000)
|
|
| End of Period Notional Amount |
0
|
(2,500,000,000)
|
| Average Notional Amount |
(1,060,000,000)
|
|
| Net Long Position [Member] | Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(63,000,000)
|
(2,666,000,000)
|
| End of Period Notional Amount |
(1,257,000,000)
|
(63,000,000)
|
| Average Notional Amount |
(2,846,660,000)
|
|
| Net Long Position [Member] | TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(6,484,000,000)
|
|
| End of Period Notional Amount |
(7,427,000,000)
|
(6,484,000,000)
|
| Average Notional Amount |
(8,895,340,000)
|
(4,502,888,000)
|
| Net Long Position [Member] | U.S. Treasury Futures [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
0
|
|
| End of Period Notional Amount |
(380,000,000)
|
0
|
| Average Notional Amount |
(684,647,000)
|
|
| Net Long Position [Member] | Markit IOS Total Return Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(48,265,000)
|
(63,507,000)
|
| End of Period Notional Amount |
(41,890,000)
|
(48,265,000)
|
| Average Notional Amount |
(45,092,000)
|
(55,143,000)
|
| Net Short Position [Member] | Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Average Notional Amount |
|
(1,495,421,000)
|
| Net Short Position [Member] | TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
|
(573,000,000)
|
| End of Period Notional Amount |
|
|
| Net Short Position [Member] | Short US Treasuries [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(800,000,000)
|
0
|
| End of Period Notional Amount |
0
|
(800,000,000)
|
| Average Notional Amount |
(45,697,000)
|
(337,534,000)
|
| Net Short Position [Member] | Put and Call Options for TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(1,767,000,000)
|
0
|
| End of Period Notional Amount |
0
|
(1,767,000,000)
|
| Average Notional Amount |
$ (110,401,000)
|
$ (804,997,000)
|