Derivatives - TBA Agency Securities (Details) - USD ($)
|
Sep. 30, 2020 |
Dec. 31, 2019 |
| Derivative [Line Items] |
|
|
| Notional Amount |
$ 4,937,000,000
|
$ 7,975,000,000
|
| TBA Agency Securities, 15-year, 1.5% |
|
|
| Derivative [Line Items] |
|
|
| Fixed interest rate |
1.50%
|
|
| Notional Amount |
$ 200,000,000
|
|
| Cost Basis |
204,410,000
|
|
| Fair Value |
$ 204,641,000
|
|
| TBA Agency Securities, 15-year, 2.0% |
|
|
| Derivative [Line Items] |
|
|
| Fixed interest rate |
2.00%
|
|
| Notional Amount |
$ 1,000,000,000
|
|
| Cost Basis |
1,035,020,000
|
|
| Fair Value |
$ 1,037,000,000
|
|
| TBA Agency Securities, 15-year, 3.0% |
|
|
| Derivative [Line Items] |
|
|
| Fixed interest rate |
|
3.00%
|
| Notional Amount |
|
$ 500,000,000
|
| Cost Basis |
|
511,055,000
|
| Fair Value |
|
$ 511,885,000
|
| TBA Agency Securities, 30-year, 2.0% |
|
|
| Derivative [Line Items] |
|
|
| Fixed interest rate |
2.00%
|
|
| Notional Amount |
$ 200,000,000
|
|
| Cost Basis |
206,351,000
|
|
| Fair Value |
$ 206,781,000
|
|
| TBA Agency Securities, 30-year, 2.5% |
|
|
| Derivative [Line Items] |
|
|
| Fixed interest rate |
2.50%
|
2.50%
|
| Notional Amount |
$ 600,000,000
|
$ 500,000,000
|
| Cost Basis |
626,438,000
|
494,813,000
|
| Fair Value |
627,483,000
|
494,395,000
|
| TBA Agency Securities |
|
|
| Derivative [Line Items] |
|
|
| Notional Amount |
2,000,000,000
|
1,000,000,000
|
| Cost Basis |
2,072,219,000
|
1,005,868,000
|
| Fair Value |
2,075,905,000
|
1,006,280,000
|
| Notional amount, forward settling |
$ 1,800,000,000
|
$ 1,000,000,000
|