Annual report pursuant to Section 13 and 15(d)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

v3.19.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Notional Disclosures [Abstract]      
Notional $ 36,528,169,000 $ 31,226,878,000 $ 18,802,500,000
Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 70,813,000 91,827,000  
Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (383,000) (106,000)  
Notional Disclosures [Abstract]      
Notional 48,265,000 63,507,000  
Short US Treasury Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (781,500,000) 0  
Derivative Financial Instruments, Assets [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 319,981,000 309,918,000  
Notional Disclosures [Abstract]      
Notional 36,258,904,000 25,503,371,000  
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]      
Notional Disclosures [Abstract]      
Notional 476,299,000 588,246,000  
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 187,231,000 206,773,000  
Notional Disclosures [Abstract]      
Notional 26,798,605,000 21,516,125,000  
Derivative Financial Instruments, Assets [Member] | Interest Rate Cap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 40,335,000    
Notional Disclosures [Abstract]      
Notional 2,500,000,000    
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 10,405,000  
Notional Disclosures [Abstract]      
Notional 0 2,666,000,000  
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 21,602,000 913,000  
Notional Disclosures [Abstract]      
Notional 6,484,000,000 733,000,000  
Derivative Financial Instruments, Assets [Member] | Options Held [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Notional 0    
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Notional 0 0  
Derivative Financial Instruments, Assets [Member] | Short US Treasury Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0    
Notional Disclosures [Abstract]      
Notional 0    
Derivative Financial Instruments, Liabilities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (820,590,000) (31,903,000)  
Notional Disclosures [Abstract]      
Notional 5,403,265,000 8,335,507,000  
Derivative Financial Instruments, Liabilities [Member] | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Notional 0 0  
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 (29,867,000)  
Notional Disclosures [Abstract]      
Notional 2,725,000,000 6,966,000,000  
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Cap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0    
Notional Disclosures [Abstract]      
Notional 0    
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (13,456,000) 0  
Notional Disclosures [Abstract]      
Notional 63,000,000 0  
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 (1,930,000)  
Notional Disclosures [Abstract]      
Notional 0 1,306,000,000  
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (25,296,000) 0  
Notional Disclosures [Abstract]      
Notional 1,767,000,000    
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (383,000) (106,000)  
Notional Disclosures [Abstract]      
Notional 48,265,000 63,507,000  
Derivative Financial Instruments, Liabilities [Member] | Short US Treasury Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value $ (781,455,000) $ 0