Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.2
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 8,076,933,000 $ 60,549,307,000 $ 48,445,497,000 $ 55,549,424,000 $ 58,777,783,000 $ 36,528,169,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 72,822,000   69,469,000      
U.S. Treasury Futures [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount     380,000,000.0      
Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     29,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     41,890,000      
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 110,527,000   188,051,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 2,397,933,000   14,343,137,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 361,933,000   397,137,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   102,268,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   2,725,000,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     7,801,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     1,257,000,000      
Derivative Financial Instruments, Assets [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 37,705,000   8,011,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 2,036,000,000   9,584,000,000      
Derivative Financial Instruments, Assets [Member] | U.S. Treasury Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     502,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     380,000,000      
Derivative Financial Instruments, Assets [Member] | Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     0      
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (1,298,000)   (6,740,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 5,679,000,000   34,862,360,000      
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 4,479,000,000   36,977,470,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     0      
Derivative Financial Instruments, Liabilities [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (1,298,000)   (6,711,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 1,200,000,000   2,157,000,000      
Derivative Financial Instruments, Liabilities [Member] | U.S. Treasury Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     0      
Derivative Financial Instruments, Liabilities [Member] | Markit IOS Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value     (29,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount     $ 41,890,000