Annual report pursuant to Section 13 and 15(d)

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

v3.19.3.a.u2
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 49,205,497,000 $ 36,528,169,000 $ 31,226,878,000
Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 69,469,000 70,813,000  
Interest Rate Cap [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount   2,500,000,000 $ 0
Short US Treasuries [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   781,500,000  
U.S. Treasury Futures [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 380,000,000.0    
Markit IOS Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 29,000 383,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 41,890,000 48,265,000  
Derivative Financial Instruments, Assets [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 188,051,000 319,981,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 14,343,137,000 36,258,904,000  
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 397,137,000 476,299,000  
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 102,268,000 187,231,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 2,725,000,000 26,798,605,000  
Derivative Financial Instruments, Assets [Member] | Interest Rate Cap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   40,335,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   2,500,000,000  
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 7,801,000 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 1,257,000,000 0  
Derivative Financial Instruments, Assets [Member] | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 8,011,000 21,602,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 9,584,000,000 6,484,000,000  
Derivative Financial Instruments, Assets [Member] | Put and Call Options for TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   0  
Derivative Financial Instruments, Assets [Member] | Short US Treasuries [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   0  
Derivative Financial Instruments, Assets [Member] | U.S. Treasury Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 502,000    
Notional Disclosures [Abstract]      
Derivative, Notional Amount 380,000,000    
Derivative Financial Instruments, Assets [Member] | Markit IOS Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 0  
Derivative Financial Instruments, Liabilities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (6,740,000) (820,590,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 34,862,360,000 5,403,265,000  
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 36,977,470,000 2,725,000,000  
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Cap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   0  
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 (13,456,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 63,000,000  
Derivative Financial Instruments, Liabilities [Member] | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (6,711,000) 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (2,157,000,000) 0  
Derivative Financial Instruments, Liabilities [Member] | Put and Call Options for TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   (25,296,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   1,767,000,000  
Derivative Financial Instruments, Liabilities [Member] | Short US Treasuries [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   (781,455,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount   800,000,000.0  
Derivative Financial Instruments, Liabilities [Member] | U.S. Treasury Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0    
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0    
Derivative Financial Instruments, Liabilities [Member] | Markit IOS Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (29,000) (383,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 41,890,000 $ 48,265,000