Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

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Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ (384,064) $ 21,019
TBAs [Member] | (Loss) gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (166,058) 109,511
Short US Treasuries [Member] | (Loss) gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 0 (6,801)
U.S. Treasury Futures [Member] | (Loss) gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 25,972 3,727
Put and Call Options for TBAs [Member] | (Loss) gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 0 (7,666)
Interest Rate Swap [Member] | Long [Member] | Loss on interest rate swap, cap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (1,037,335) (238,968)
Interest Rate Swap [Member] | Short [Member] | Loss on interest rate swap, cap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 899,953 163,601
Interest Rate Swaption [Member] | Loss on interest rate swap, cap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (113,214) (4,532)
Interest Rate Cap [Member] | Loss on interest rate swap, cap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 0 (3,360)
Markit IOS Total Return Swap [Member] | (Loss) gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (2,430) (580)
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ 9,048 $ 6,087