Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]            
Derivative, Notional Amount $ 8,076,933,000 $ 60,549,307,000 $ 48,445,497,000 $ 55,549,424,000 $ 58,777,783,000 $ 36,528,169,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,397,933,000   14,343,137,000      
Fair Value 110,527,000   188,051,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 5,679,000,000   34,862,360,000      
Fair Value (1,298,000)   (6,740,000)      
TBAs [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,036,000,000   9,584,000,000      
Fair Value 37,705,000   8,011,000      
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,200,000,000   2,157,000,000      
Fair Value (1,298,000)   (6,711,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 5,539,000,000   10,223,000,000      
Cost Basis 5,836,137,000   10,557,745,000      
Market Value 5,866,185,000   10,565,556,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 31,346,000   8,011,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (1,298,000)   (200,000)      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,303,000,000   2,796,000,000      
Cost Basis 2,433,663,000   2,902,858,000      
Market Value 2,427,304,000   2,909,369,000      
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 6,359,000   0      
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value 0   (6,511,000)      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 3,236,000,000 $ 1,761,000,000 7,427,000,000 $ 9,422,000,000 $ 10,168,000,000 $ 6,484,000,000
Cost Basis 3,402,474,000   7,654,887,000      
Market Value 3,438,881,000   7,656,187,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 37,705,000   8,011,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (1,298,000)   $ (6,711,000)