Annual report pursuant to Section 13 and 15(d)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

v3.19.1
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives $ (38,814) $ (79,912) $ 147,168
Forward Contracts [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (12,521) (46,778) 51,816
Short US Treasury Securities [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (26,988) 0 0
Options Held [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (18,457) (22,623) 64,920
Interest Rate Swap [Member] | Long [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 48,995 67,124 (3,110)
Interest Rate Swap [Member] | Short [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (74,407) (17,677) 37,272
Interest Rate Swaption [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 45,954 (59,200) 11,209
Interest Rate Cap [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (4,499) 0 0
Total Return Swap [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 125 (870) (36,898)
Credit Default Swap, Selling Protection [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 0 0 962
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 2,984 112 18,579
Forward Purchase Commitments [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives $ 0 $ 0 $ 2,418