Annual report pursuant to Section 13 and 15(d)

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

v3.19.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Derivative [Line Items]      
Notional $ 36,528,169,000 $ 31,226,878,000 $ 18,802,500,000
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 36,258,904,000 25,503,371,000  
Fair Value 319,981,000 309,918,000  
Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Notional 5,403,265,000 8,335,507,000  
Fair Value (820,590,000) (31,903,000)  
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 6,484,000,000 733,000,000  
Fair Value 21,602,000 913,000  
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Notional 0 1,306,000,000  
Fair Value 0 (1,930,000)  
Forward Contracts [Member] | Long [Member]      
Derivative [Line Items]      
Notional 6,484,000,000 733,000,000  
Cost Basis 6,734,858,000 769,446,000  
Market Value 6,756,460,000 770,359,000  
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 21,602,000 913,000  
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value 0 0  
Forward Contracts [Member] | Short [Member]      
Derivative [Line Items]      
Notional 0 1,306,000,000  
Cost Basis 0 1,316,368,000  
Market Value 0 1,318,297,000  
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 0 0  
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value 0 (1,930,000)  
Forward Contracts [Member] | Net Long Position [Member]      
Derivative [Line Items]      
Notional 6,484,000,000    
Cost Basis 6,734,858,000    
Market Value 6,756,460,000    
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 21,602,000    
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value $ 0    
Forward Contracts [Member] | Net Short Position [Member]      
Derivative [Line Items]      
Notional   573,000,000 $ 1,489,000,000
Cost Basis   546,922,000  
Market Value   547,938,000  
Forward Contracts [Member] | Net Short Position [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value   913,000  
Forward Contracts [Member] | Net Short Position [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value   $ (1,930,000)