Quarterly report pursuant to Section 13 or 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 ($)
Mar. 31, 2019
Dec. 31, 2018
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]        
Notional $ 58,777,783,000 $ 36,528,169,000 $ 18,429,288,000 $ 31,226,878,000
Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Notional 58,730,710,000 36,258,904,000    
Fair Value 336,112,000 319,981,000    
Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Notional 47,073,000 5,403,265,000    
Fair Value (231,000) (820,590,000)    
TBAs [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Notional 10,168,000,000 6,484,000,000    
Fair Value 60,198,000 21,602,000    
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Notional 0 0    
Fair Value 0 0    
TBAs [Member] | Long [Member]        
Derivative [Line Items]        
Notional 10,168,000,000 6,484,000,000    
Cost Basis 10,525,971,000 6,734,858,000    
Market Value 10,586,169,000 6,756,460,000    
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 60,198,000 21,602,000    
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value 0 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 10,168,000,000 6,484,000,000 $ 445,000,000  
Cost Basis 10,525,971,000 6,734,858,000    
Market Value 10,586,169,000 6,756,460,000    
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 60,198,000 21,602,000    
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value $ 0 $ 0