Annual report pursuant to Section 13 and 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.19.1
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
 12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount $ 31,226,878,000 $ 18,802,500,000
Additions 115,471,781,000 38,158,845,000
Settlement, Termination, Expiration or Exercise (110,170,490,000) (25,734,467,000)
End of Period Notional Amount 36,528,169,000 31,226,878,000
Average Notional Amount 31,823,176,000 19,953,655,000
Realized Gain (Loss), net (32,659,000) 31,149,000
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 0
Settlement, Termination, Expiration or Exercise (111,947,000) (152,598,000)
Realized Gain (Loss), net 0 (40,000)
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 49,269,781,000 36,642,245,000
Settlement, Termination, Expiration or Exercise (48,228,301,000) (28,531,183,000)
Realized Gain (Loss), net (71,578,000) 54,476,000
Interest Rate Cap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 2,500,000,000  
Settlement, Termination, Expiration or Exercise 0  
Realized Gain (Loss), net 0  
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (35,000,000) 4,306,000,000
Settlement, Termination, Expiration or Exercise (2,568,000,000) (1,865,000,000)
Realized Gain (Loss), net 67,985,000 8,694,000
Forward Contracts [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 64,988,000,000 (7,249,400,000)
Settlement, Termination, Expiration or Exercise (57,931,000,000) 8,165,400,000
Realized Gain (Loss), net (35,140,000) (51,810,000)
Short US Treasury Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (800,000,000)  
Settlement, Termination, Expiration or Exercise 0  
Realized Gain (Loss), net 0  
Options Held [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (451,000,000) 4,460,000,000
Settlement, Termination, Expiration or Exercise (1,316,000,000) (3,324,000,000)
Realized Gain (Loss), net 6,839,000 20,010,000
Total Return Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 63,507,000  
Additions 0 0
Settlement, Termination, Expiration or Exercise (15,242,000) (27,086,000)
End of Period Notional Amount 48,265,000 63,507,000
Realized Gain (Loss), net (765,000) (181,000)
Net Long Position [Member] | Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 588,246,000 740,844,000
End of Period Notional Amount 476,299,000 588,246,000
Average Notional Amount 530,509,000 662,273,000
Net Long Position [Member] | Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 28,482,125,000 20,371,063,000
End of Period Notional Amount 29,523,605,000 28,482,125,000
Average Notional Amount 28,317,793,000 19,447,067,000
Net Long Position [Member] | Interest Rate Cap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount 2,500,000,000 0
Average Notional Amount 1,054,795,000  
Net Long Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 2,666,000,000 225,000,000
End of Period Notional Amount 63,000,000 2,666,000,000
Average Notional Amount   1,014,578,000
Net Long Position [Member] | Forward Contracts [Member]    
Derivative, Notional Amount [Roll Forward]    
End of Period Notional Amount 6,484,000,000  
Average Notional Amount 4,502,888,000  
Net Long Position [Member] | Short US Treasury Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount   0
Net Long Position [Member] | Options Held [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount   0
Net Long Position [Member] | Total Return Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 63,507,000 90,593,000
End of Period Notional Amount 48,265,000 63,507,000
Average Notional Amount 55,143,000 74,183,000
Net Short Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Average Notional Amount 1,495,421,000  
Net Short Position [Member] | Forward Contracts [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 573,000,000 1,489,000,000
End of Period Notional Amount   573,000,000
Average Notional Amount   1,256,424,000
Net Short Position [Member] | Short US Treasury Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
End of Period Notional Amount 800,000,000  
Average Notional Amount 337,534,000  
Net Short Position [Member] | Options Held [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0 1,136,000,000
End of Period Notional Amount 1,767,000,000 0
Average Notional Amount $ 804,997,000 $ 11,978,000