Quarterly report pursuant to Section 13 or 15(d)

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

v3.19.3
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Dec. 31, 2017
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 54,226,205,000 $ 55,549,424,000 $ 36,528,169,000 $ 41,330,283,000 $ 28,618,861,000 $ 31,226,878,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 76,429,000   70,813,000      
Interest Rate Cap [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount     2,500,000,000     $ 0
Short US Treasuries [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     781,500,000      
U.S. Treasury Futures [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 300,000,000          
Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 13,000   383,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 43,767,000   48,265,000      
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 230,620,000   319,981,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 10,494,943,000   36,258,904,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 415,943,000   476,299,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 128,252,000   187,231,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 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]            
Derivative, Notional Amount     2,500,000,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 9,283,000   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,750,000,000   0      
Derivative Financial Instruments, Assets [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 16,656,000   21,602,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 5,604,000,000   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]            
Derivative, Notional Amount     0      
Derivative Financial Instruments, Assets [Member] | Short US Treasuries [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     0      
Derivative Financial Instruments, Assets [Member] | U.S. Treasury Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0          
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0          
Derivative Financial Instruments, Assets [Member] | Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (17,201,000)   (820,590,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 43,731,262,000   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]            
Derivative, Notional Amount 0   0      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 39,108,495,000   2,725,000,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Cap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     0      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   (13,456,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   63,000,000      
Derivative Financial Instruments, Liabilities [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (15,717,000)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 4,259,000,000   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]            
Derivative, Notional Amount     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]            
Derivative, Notional Amount     800,000,000      
Derivative Financial Instruments, Liabilities [Member] | U.S. Treasury Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (1,471,000)          
Notional Disclosures [Abstract]            
Derivative, Notional Amount 320,000,000          
Derivative Financial Instruments, Liabilities [Member] | Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (13,000)   (383,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 43,767,000   $ 48,265,000