Quarterly report pursuant to Section 13 or 15(d)

Schedule of Repurchase Agreements by Maturity (Details)

v3.21.1
Schedule of Repurchase Agreements by Maturity (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements $ 11,676,062 $ 15,143,898
Weighted average borrowing rate 0.24% 0.28%
US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements $ 11,626,115 $ 15,089,726
Weighted average borrowing rate 0.24% 0.28%
Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements $ 1,576 $ 1,899
Weighted average borrowing rate 1.96% 2.33%
Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements $ 48,371 $ 52,273
Weighted average borrowing rate 0.85% 0.89%
Maturity up to 30 days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements $ 2,588,825 $ 5,370,506
Maturity up to 30 days [Member] | US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 2,540,600 5,330,627
Maturity up to 30 days [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,092 1,271
Maturity up to 30 days [Member] | Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 47,133 38,608
Maturity 30 to 59 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,935,461 4,292,861
Maturity 30 to 59 Days [Member] | US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,935,461 4,292,861
Maturity 30 to 59 Days [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 0 0
Maturity 30 to 59 Days [Member] | Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 0 0
Maturity 60 to 89 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,498,857 2,062,234
Maturity 60 to 89 Days [Member] | US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,498,373 2,060,087
Maturity 60 to 89 Days [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 484 628
Maturity 60 to 89 Days [Member] | Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 0 1,519
Maturity 90 to 119 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,301,471 1,610,198
Maturity 90 to 119 Days [Member] | US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 1,301,471 1,598,052
Maturity 90 to 119 Days [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 0 0
Maturity 90 to 119 Days [Member] | Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 0 12,146
Maturity 120 to 364 days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 4,351,448 1,808,099
Maturity 120 to 364 days [Member] | US Government Agencies Debt Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 4,350,210 1,808,099
Maturity 120 to 364 days [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements 0 0
Maturity 120 to 364 days [Member] | Inverse Interest-Only Securities [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreements $ 1,238 $ 0