Quarterly report pursuant to Section 13 or 15(d)

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

v3.19.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]            
Notional $ 55,549,424,000 $ 58,777,783,000 $ 36,528,169,000 $ 28,618,861,000 $ 18,429,288,000 $ 31,226,878,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 17,514,611,000   36,258,904,000      
Fair Value 246,995,000   319,981,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 38,034,813,000   5,403,265,000      
Fair Value (255,000)   (820,590,000)      
TBAs [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 9,178,000,000   6,484,000,000      
Fair Value 12,649,000   21,602,000      
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 244,000,000   0      
Fair Value (170,000)   0      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Notional 9,422,000,000   6,484,000,000      
Cost Basis 9,806,028,000   6,734,858,000      
Market Value 9,818,507,000   6,756,460,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 12,649,000   21,602,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (170,000)   0      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Notional 0   0      
Cost Basis 0   0      
Market Value 0   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 0   0      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Notional 9,422,000,000 $ 10,168,000,000 6,484,000,000 $ 3,049,000,000 $ 445,000,000  
Cost Basis 9,806,028,000   6,734,858,000      
Market Value 9,818,507,000   6,756,460,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 12,649,000   21,602,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (170,000)   $ 0