Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Mar. 31, 2021
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]        
Derivative, Notional Amount $ 19,137,094,000 $ 23,932,603,000 $ 60,549,307,000 $ 48,445,497,000
Derivative assets        
Derivative [Line Items]        
Derivative, Notional Amount 16,272,194,000 10,039,262,000    
Fair Value 55,145,000 95,937,000    
Derivative liabilities        
Derivative [Line Items]        
Derivative, Notional Amount 2,864,900,000 13,893,341,000    
Fair Value (16,162,000) (11,058,000)    
TBAs [Member] | Derivative assets        
Derivative [Line Items]        
Derivative, Notional Amount 750,000,000 7,700,000,000    
Fair Value 761,000 30,062,000    
TBAs [Member] | Derivative liabilities        
Derivative [Line Items]        
Derivative, Notional Amount 4,050,000,000 2,503,000,000    
Fair Value (5,584,000) (10,462,000)    
TBAs [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 4,900,000,000 7,700,000,000    
Cost Basis 5,128,819,000 8,102,344,000    
Market Value 5,124,270,000 8,132,406,000    
TBAs [Member] | Long [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 761,000 30,062,000    
TBAs [Member] | Long [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value (5,310,000) 0    
TBAs [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 100,000,000 2,503,000,000    
Cost Basis 99,421,000 2,640,465,000    
Market Value 99,695,000 2,650,927,000    
TBAs [Member] | Short [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 0 0    
TBAs [Member] | Short [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value (274,000) (10,462,000)    
TBAs [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 4,800,000,000 5,197,000,000 $ 1,761,000,000 $ 7,427,000,000
Cost Basis 5,029,398,000 5,461,879,000    
Market Value 5,024,575,000 5,481,479,000    
TBAs [Member] | Net Long Position [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 761,000 30,062,000    
TBAs [Member] | Net Long Position [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value $ (5,584,000) $ (10,462,000)