Quarterly report pursuant to Section 13 or 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 ($)
Mar. 31, 2019
Dec. 31, 2018
Mar. 31, 2018
Dec. 31, 2017
Notional Disclosures [Abstract]        
Notional $ 58,777,783,000 $ 36,528,169,000 $ 18,429,288,000 $ 31,226,878,000
Inverse Interest-Only Securities [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 72,293,000 70,813,000    
Markit IOS Total Return Swap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 231,000 383,000    
Notional Disclosures [Abstract]        
Notional 47,073,000 48,265,000    
Derivative Financial Instruments, Assets [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 336,112,000 319,981,000    
Notional Disclosures [Abstract]        
Notional 58,730,710,000 36,258,904,000    
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]        
Notional Disclosures [Abstract]        
Notional 456,433,000 476,299,000    
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 147,912,000 187,231,000    
Notional Disclosures [Abstract]        
Notional 38,396,277,000 26,798,605,000    
Derivative Financial Instruments, Assets [Member] | Interest Rate Cap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 28,310,000 40,335,000    
Notional Disclosures [Abstract]        
Notional 2,500,000,000 2,500,000,000    
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 23,672,000 0    
Notional Disclosures [Abstract]        
Notional 5,900,000,000 0    
Derivative Financial Instruments, Assets [Member] | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 60,198,000 21,602,000    
Notional Disclosures [Abstract]        
Notional 10,168,000,000 6,484,000,000    
Derivative Financial Instruments, Assets [Member] | Put and Call Options for TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value   0    
Notional Disclosures [Abstract]        
Notional   0    
Derivative Financial Instruments, Assets [Member] | Short US Treasuries [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value   0    
Notional Disclosures [Abstract]        
Notional   0    
Derivative Financial Instruments, Assets [Member] | U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 3,727,000      
Notional Disclosures [Abstract]        
Notional 1,310,000,000      
Derivative Financial Instruments, Assets [Member] | Markit IOS Total Return Swap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Notional Disclosures [Abstract]        
Notional 0 0    
Derivative Financial Instruments, Liabilities [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (231,000) (820,590,000)    
Notional Disclosures [Abstract]        
Notional 47,073,000 5,403,265,000    
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 0    
Notional Disclosures [Abstract]        
Notional 0 2,725,000,000    
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Cap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Notional Disclosures [Abstract]        
Notional 0 0    
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 (13,456,000)    
Notional Disclosures [Abstract]        
Notional 0 63,000,000    
Derivative Financial Instruments, Liabilities [Member] | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Notional Disclosures [Abstract]        
Notional 0 0    
Derivative Financial Instruments, Liabilities [Member] | Put and Call Options for TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value   (25,296,000)    
Notional Disclosures [Abstract]        
Notional   1,767,000,000    
Derivative Financial Instruments, Liabilities [Member] | Short US Treasuries [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value   (781,455,000)    
Notional Disclosures [Abstract]        
Notional   800,000,000.0    
Derivative Financial Instruments, Liabilities [Member] | U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0      
Notional Disclosures [Abstract]        
Notional 0      
Derivative Financial Instruments, Liabilities [Member] | Markit IOS Total Return Swap [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (231,000) (383,000)    
Notional Disclosures [Abstract]        
Notional $ 47,073,000 $ 48,265,000