Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
12 Months Ended |
Dec. 31, 2020 |
Dec. 31, 2019 |
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
$ 48,445,497,000
|
$ 36,528,169,000
|
| Additions |
137,123,540,000
|
200,120,291,000
|
| Settlement, Termination, Expiration or Exercise |
(161,636,434,000)
|
(188,202,963,000)
|
| End of Period Notional Amount |
23,932,603,000
|
48,445,497,000
|
| Average Notional Amount |
(35,028,650,000)
|
(52,764,012,000)
|
| Realized Gain (Loss), net |
(332,446,000)
|
317,488,000
|
| Inverse Interest-Only Securities [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(78,975,000)
|
(79,162,000)
|
| Realized Gain (Loss), net |
(116,000)
|
0
|
| Interest Rate Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
56,867,740,000
|
35,458,291,000
|
| Settlement, Termination, Expiration or Exercise |
(83,923,869,000)
|
(25,279,426,000)
|
| Realized Gain (Loss), net |
(334,458,000)
|
41,975,000
|
| Interest Rate Cap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
|
0
|
| Settlement, Termination, Expiration or Exercise |
|
(2,500,000,000)
|
| Realized Gain (Loss), net |
|
(8,690,000)
|
| Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
6,767,000,000
|
14,457,000,000
|
| Settlement, Termination, Expiration or Exercise |
(4,274,000,000)
|
(13,263,000,000)
|
| Realized Gain (Loss), net |
(53,290,000)
|
61,644,000
|
| TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
60,103,000,000
|
143,008,000,000
|
| Settlement, Termination, Expiration or Exercise |
(62,333,000,000)
|
(142,065,000,000)
|
| Realized Gain (Loss), net |
42,499,000
|
234,716,000
|
| Short US Treasuries [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
|
0
|
| Settlement, Termination, Expiration or Exercise |
|
800,000,000
|
| Realized Gain (Loss), net |
|
(23,172,000)
|
| U.S. Treasury Futures [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
380,000,000.0
|
|
| Additions |
13,385,800,000
|
7,197,000,000
|
| Settlement, Termination, Expiration or Exercise |
(10,984,700,000)
|
(7,577,000,000)
|
| End of Period Notional Amount |
2,000,000,000.0
|
380,000,000.0
|
| Realized Gain (Loss), net |
14,996,000
|
43,977,000
|
| Put and Call Options for TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
|
0
|
| Settlement, Termination, Expiration or Exercise |
|
1,767,000,000
|
| Realized Gain (Loss), net |
|
(32,962,000)
|
| Markit IOS Total Return Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
41,890,000
|
|
| Additions |
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(41,890,000)
|
(6,375,000)
|
| End of Period Notional Amount |
|
41,890,000
|
| Realized Gain (Loss), net |
(2,077,000)
|
0
|
| Net Long Position [Member] | Inverse Interest-Only Securities [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
397,137,000
|
476,299,000
|
| End of Period Notional Amount |
318,162,000
|
397,137,000
|
| Average Notional Amount |
(360,000,000)
|
(437,039,000)
|
| Net Long Position [Member] | Interest Rate Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
39,702,470,000
|
29,523,605,000
|
| End of Period Notional Amount |
12,646,341,000
|
39,702,470,000
|
| Average Notional Amount |
(27,137,669,000)
|
(38,951,332,000)
|
| Net Long Position [Member] | Interest Rate Cap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
0
|
2,500,000,000
|
| End of Period Notional Amount |
|
0
|
| 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 |
1,257,000,000
|
63,000,000
|
| End of Period Notional Amount |
3,750,000,000
|
1,257,000,000
|
| Average Notional Amount |
(2,188,661,000)
|
(2,846,660,000)
|
| Net Long Position [Member] | TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
7,427,000,000
|
6,484,000,000
|
| End of Period Notional Amount |
5,197,000,000
|
7,427,000,000
|
| Average Notional Amount |
(4,540,759,000)
|
(8,895,340,000)
|
| 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 |
2,021,100,000
|
|
| Average Notional Amount |
(791,420,000)
|
(684,647,000)
|
| Net Long Position [Member] | Markit IOS Total Return Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
41,890,000
|
48,265,000
|
| End of Period Notional Amount |
0
|
41,890,000
|
| Average Notional Amount |
(10,141,000)
|
(45,092,000)
|
| Net Short Position [Member] | Short US Treasuries [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
0
|
800,000,000
|
| End of Period Notional Amount |
|
0
|
| Average Notional Amount |
|
(45,697,000)
|
| Net Short Position [Member] | U.S. Treasury Futures [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
380,000,000
|
|
| End of Period Notional Amount |
|
380,000,000
|
| Net Short Position [Member] | Put and Call Options for TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
$ 0
|
1,767,000,000
|
| End of Period Notional Amount |
|
0
|
| Average Notional Amount |
|
$ (110,401,000)
|