Quarterly report pursuant to Section 13 or 15(d)

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

v3.19.3
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Dec. 31, 2017
Derivative [Line Items]            
Derivative, Notional Amount $ 54,226,205,000 $ 55,549,424,000 $ 36,528,169,000 $ 41,330,283,000 $ 28,618,861,000 $ 31,226,878,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 10,494,943,000   36,258,904,000      
Fair Value 230,620,000   319,981,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 43,731,262,000   5,403,265,000      
Fair Value (17,201,000)   (820,590,000)      
TBAs [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 5,604,000,000   6,484,000,000      
Fair Value 16,656,000   21,602,000      
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 4,259,000,000   0      
Fair Value (15,717,000)   0      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 12,659,000,000   6,484,000,000      
Cost Basis 13,168,924,000   6,734,858,000      
Market Value 13,166,842,000   6,756,460,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 13,146,000   21,602,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (15,229,000)   0      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,796,000,000   0      
Cost Basis 2,905,436,000   0      
Market Value 2,902,414,000   0      
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 3,510,000   0      
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (488,000)   0      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 9,863,000,000 $ 9,422,000,000 6,484,000,000 $ 9,324,000,000 $ 3,049,000,000  
Cost Basis 10,263,488,000   6,734,858,000      
Market Value 10,264,428,000   6,756,460,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 16,656,000   21,602,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (15,717,000)   $ 0