Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Derivative [Line Items]            
Derivative, Notional Amount $ 20,187,509,000 $ 23,094,926,000 $ 23,932,603,000 $ 25,836,064,000 $ 8,076,933,000 $ 48,445,497,000
Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 2,627,014,000   10,039,262,000      
Fair Value 53,044,000   95,937,000      
Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 17,560,495,000   13,893,341,000      
Fair Value (82,895,000)   (11,058,000)      
TBAs [Member] | Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 1,478,000,000   7,700,000,000      
Fair Value 2,556,000   30,062,000      
TBAs [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 7,264,000,000   2,503,000,000      
Fair Value (48,701,000)   (10,462,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 8,842,000,000   7,700,000,000      
Cost Basis 9,126,540,000   8,102,344,000      
Market Value 9,080,544,000   8,132,406,000      
TBAs [Member] | Long [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 2,556,000   30,062,000      
TBAs [Member] | Long [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (48,552,000)   0      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 100,000,000   2,503,000,000      
Cost Basis 107,031,000   2,640,465,000      
Market Value 107,180,000   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 (149,000)   (10,462,000)      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 8,742,000,000 $ 6,854,000,000 5,197,000,000 $ 6,236,000,000 $ 3,236,000,000 $ 7,427,000,000
Cost Basis 9,019,509,000   5,461,879,000      
Market Value 8,973,364,000   5,481,479,000      
TBAs [Member] | Net Long Position [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 2,556,000   30,062,000      
TBAs [Member] | Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value $ (48,701,000)   $ (10,462,000)