Annual report pursuant to Section 13 and 15(d)

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

v3.20.4
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]      
Derivative, Notional Amount $ 23,932,603,000 $ 48,445,497,000 $ 36,528,169,000
Derivative assets      
Derivative [Line Items]      
Derivative, Notional Amount 10,039,262,000 14,343,137,000  
Fair Value 95,937,000 188,051,000  
Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 13,893,341,000 34,862,360,000  
Fair Value (11,058,000) (6,740,000)  
TBAs [Member] | Derivative assets      
Derivative [Line Items]      
Derivative, Notional Amount 7,700,000,000 9,584,000,000  
Fair Value 30,062,000 8,011,000  
TBAs [Member] | Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 2,503,000,000 2,157,000,000  
Fair Value (10,462,000) (6,711,000)  
TBAs [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 7,700,000,000 10,223,000,000  
Cost Basis 8,102,344,000 10,557,745,000  
Market Value 8,132,406,000 10,565,556,000  
TBAs [Member] | Long [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 30,062,000 8,011,000  
TBAs [Member] | Long [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value 0 (200,000)  
TBAs [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 2,503,000,000 2,796,000,000  
Cost Basis 2,640,465,000 2,902,858,000  
Market Value 2,650,927,000 2,909,369,000  
TBAs [Member] | Short [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 0 0  
TBAs [Member] | Short [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value (10,462,000) (6,511,000)  
TBAs [Member] | Net Long Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 5,197,000,000 7,427,000,000 $ 6,484,000,000
Cost Basis 5,461,879,000 7,654,887,000  
Market Value 5,481,479,000 7,656,187,000  
TBAs [Member] | Net Long Position [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 30,062,000 8,011,000  
TBAs [Member] | Net Long Position [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value $ (10,462,000) $ (6,711,000)