Quarterly report pursuant to Section 13 or 15(d)

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

v3.19.2
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2017
Notional Disclosures [Abstract]            
Notional $ 55,549,424,000 $ 58,777,783,000 $ 36,528,169,000 $ 28,618,861,000 $ 18,429,288,000 $ 31,226,878,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 76,724,000   70,813,000      
Short US Treasuries [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     781,500,000      
Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 85,000   383,000      
Notional Disclosures [Abstract]            
Notional 45,536,000   48,265,000      
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 246,995,000   319,981,000      
Notional Disclosures [Abstract]            
Notional 17,514,611,000   36,258,904,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Notional 436,611,000   476,299,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 101,820,000   187,231,000      
Notional Disclosures [Abstract]            
Notional 2,725,000,000   26,798,605,000      
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 29,959,000   0      
Notional Disclosures [Abstract]            
Notional 3,875,000,000   0      
Derivative Financial Instruments, Assets [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 12,649,000   21,602,000      
Notional Disclosures [Abstract]            
Notional 9,178,000,000   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 25,843,000          
Notional Disclosures [Abstract]            
Notional 1,300,000,000          
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 (255,000)   (820,590,000)      
Notional Disclosures [Abstract]            
Notional 38,034,813,000   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 37,745,277,000   2,725,000,000      
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 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 (170,000)   0      
Notional Disclosures [Abstract]            
Notional 244,000,000   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      
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 (85,000)   (383,000)      
Notional Disclosures [Abstract]            
Notional $ 45,536,000   $ 48,265,000