Annual report pursuant to Section 13 and 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
 12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives $ (38,814) $ (79,912) $ 147,168
Forward Contracts [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (12,521) (46,778) 51,816
Short US Treasury Securities [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (26,988) 0 0
Options Held [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (18,457) (22,623) 64,920
Interest Rate Swap [Member] | Long [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 48,995 67,124 (3,110)
Interest Rate Swap [Member] | Short [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (74,407) (17,677) 37,272
Interest Rate Swaption [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 45,954 (59,200) 11,209
Interest Rate Cap [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (4,499) 0 0
Total Return Swap [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 125 (870) (36,898)
Credit Default Swap, Selling Protection [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 0 0 962
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 2,984 112 18,579
Forward Purchase Commitments [Member] | (Loss) gain on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives $ 0 $ 0 $ 2,418