Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details)

v3.19.3.a.u2
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (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, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 34,862,360,000 5,403,265,000  
Fair Value $ (6,740,000) (820,590,000)  
Put and Call Options for TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   1,767,000,000  
Fair Value   (25,296,000)  
Put and Call Options for TBAs [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   5,400,000,000  
Put and Call Options for TBAs [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   $ 7,200,000,000