Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Mar. 31, 2020
Dec. 31, 2019
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]        
Derivative, Notional Amount $ 60,549,307,000 $ 48,445,497,000 $ 58,777,783,000 $ 36,528,169,000
Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,944,239,000 14,343,137,000    
Fair Value 117,368,000 188,051,000    
Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 56,605,068,000 34,862,360,000    
Fair Value (176,156,000) (6,740,000)    
TBAs [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,565,000,000 9,584,000,000    
Fair Value 43,464,000 8,011,000    
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 1,804,000,000 2,157,000,000    
Fair Value (109,426,000) (6,711,000)    
TBAs [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 5,264,000,000 10,223,000,000    
Cost Basis 5,535,851,000 10,557,745,000    
Market Value 5,568,520,000 10,565,556,000    
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 43,464,000 8,011,000    
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value (10,795,000) (200,000)    
TBAs [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,503,000,000 2,796,000,000    
Cost Basis 3,623,018,000 2,902,858,000    
Market Value 3,721,649,000 2,909,369,000    
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 (98,631,000) (6,511,000)    
TBAs [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 1,761,000,000 7,427,000,000 $ 10,168,000,000 $ 6,484,000,000
Cost Basis 1,912,833,000 7,654,887,000    
Market Value 1,846,871,000 7,656,187,000    
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 43,464,000 8,011,000    
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value $ (109,426,000) $ (6,711,000)