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 ($)
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Dec. 31, 2018
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 25,836,064,000 $ 8,076,933,000 $ 48,445,497,000 $ 54,226,205,000 $ 55,549,424,000 $ 36,528,169,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 67,468,000   69,469,000      
U.S. Treasury Futures [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 866,600,000   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 97,889,000   188,051,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 11,152,246,000   14,343,137,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 338,646,000   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 10,791,000   7,801,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 6,000,000,000   1,257,000,000      
Derivative Financial Instruments, Assets [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 18,460,000   8,011,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 3,947,000,000   9,584,000,000      
Derivative Financial Instruments, Assets [Member] | U.S. Treasury Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 1,170,000   502,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 866,600,000   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 (3,551,000)   (6,740,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 14,683,818,000   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 12,394,818,000   36,977,470,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative Financial Instruments, Liabilities [Member] | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (3,551,000)   (6,711,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 2,289,000,000   2,157,000,000      
Derivative Financial Instruments, Liabilities [Member] | U.S. Treasury Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 0   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