Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Mar. 31, 2020
Dec. 31, 2019
Mar. 31, 2019
Dec. 31, 2018
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ (60,549,307,000) $ (48,445,497,000) $ (58,777,783,000) $ (36,528,169,000)
Inverse Interest-Only Securities [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 73,904,000 69,469,000    
U.S. Treasury Futures [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount (875,000,000.0) (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 117,368,000 188,051,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (3,944,239,000) (14,343,137,000)    
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount (379,239,000) (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 0 7,801,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 0 (1,257,000,000)    
Derivative Financial Instruments, Assets [Member] | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 43,464,000 8,011,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (3,565,000,000) (9,584,000,000)    
Derivative Financial Instruments, Assets [Member] | U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 502,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 0 (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 (176,156,000) (6,740,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (56,605,068,000) (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 (56,158,068,000) (36,977,470,000)    
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (62,713,000) 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (1,376,000,000) 0    
Derivative Financial Instruments, Liabilities [Member] | TBAs [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (109,426,000) (6,711,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount (1,804,000,000) (2,157,000,000)    
Derivative Financial Instruments, Liabilities [Member] | U.S. Treasury Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (4,017,000) 0    
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ (875,000,000) 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)