Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details)

v3.19.3
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (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, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 43,731,262,000   5,403,265,000      
Fair Value $ (17,201,000)   (820,590,000)      
Put and Call Options for TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount     1,767,000,000      
Fair Value     (25,296,000)      
Put and Call Options for TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount     5,400,000,000      
Put and Call Options for TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount     $ 7,200,000,000