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, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income $ 151,709 $ (38,814) $ (79,912)
TBAs [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 214,414 (12,521) (46,778)
Short US Treasuries [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (6,801) (26,988) 0
U.S. Treasury Futures [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 44,474 0 0
Put and Call Options for TBAs [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (7,666) (18,457) (22,623)
Interest Rate Swap [Member] | Long [Member] | (Loss) gain on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (637,307) 48,995 67,124
Interest Rate Swap [Member] | Short [Member] | (Loss) gain on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 461,801 (74,407) (17,677)
Interest Rate Swaption [Member] | (Loss) gain on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 74,901 45,954 (59,200)
Interest Rate Cap [Member] | (Loss) gain on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (7,684) (4,499) 0
Markit IOS Total Return Swap [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (1,213) 125 (870)
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income $ 16,790 $ 2,984 $ 112