Annual report pursuant to Section 13 and 15(d)

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

v3.19.3.a.u2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative [Line Items]      
Derivative, Notional Amount $ 49,205,497,000 $ 36,528,169,000 $ 31,226,878,000
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 14,343,137,000 36,258,904,000  
Fair Value 188,051,000 319,981,000  
Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 34,862,360,000 5,403,265,000  
Fair Value (6,740,000) (820,590,000)  
TBAs [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 9,584,000,000 6,484,000,000  
Fair Value 8,011,000 21,602,000  
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (2,157,000,000) 0  
Fair Value (6,711,000) 0  
TBAs [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 10,223,000,000 6,484,000,000  
Cost Basis 10,557,745,000 6,734,858,000  
Market Value 10,565,556,000 6,756,460,000  
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 8,011,000 21,602,000  
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value (200,000) 0  
TBAs [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 2,796,000,000 0  
Cost Basis 2,902,858,000 0  
Market Value 2,909,369,000 0  
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 0 0  
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value (6,511,000) 0  
TBAs [Member] | Net Long Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 7,427,000,000 6,484,000,000  
Cost Basis 7,654,887,000 6,734,858,000  
Market Value 7,656,187,000 6,756,460,000  
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 8,011,000 21,602,000  
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value $ (6,711,000) $ 0