Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Derivative [Line Items]            
Derivative, Notional Amount $ 25,836,064,000 $ 8,076,933,000 $ 48,445,497,000 $ 54,226,205,000 $ 55,549,424,000 $ 36,528,169,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 11,152,246,000   14,343,137,000      
Fair Value 97,889,000   188,051,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 14,683,818,000   34,862,360,000      
Fair Value (3,551,000)   (6,740,000)      
TBAs [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 3,947,000,000   9,584,000,000      
Fair Value 18,460,000   8,011,000      
TBAs [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,289,000,000   2,157,000,000      
Fair Value (3,551,000)   (6,711,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 8,789,000,000   10,223,000,000      
Cost Basis 9,196,682,000   10,557,745,000      
Market Value 9,210,143,000   10,565,556,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 16,768,000   8,011,000      
TBAs [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (3,307,000)   (200,000)      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,553,000,000   2,796,000,000      
Cost Basis 2,700,653,000   2,902,858,000      
Market Value 2,699,205,000   2,909,369,000      
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 1,692,000   0      
TBAs [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (244,000)   (6,511,000)      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 6,236,000,000 $ 3,236,000,000 7,427,000,000 $ 9,863,000,000 $ 9,422,000,000 $ 6,484,000,000
Cost Basis 6,496,029,000   7,654,887,000      
Market Value 6,510,938,000   7,656,187,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 18,460,000   8,011,000      
TBAs [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (3,551,000)   $ (6,711,000)