Quarterly report pursuant to Section 13 or 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
 3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives $ 21,019 $ 158,598
TBAs [Member] | Gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives 109,511 (22,666)
Short US Treasuries [Member] | Gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives (6,801) 0
U.S. Treasury Futures [Member] | Gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives 3,727 0
Put and Call Options for TBAs [Member] | Gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives (7,666) 32,235
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 on Derivatives (238,968) 243,105
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 on Derivatives 163,601 (153,815)
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 on Derivatives (4,532) 61,255
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 on Derivatives (3,360) 0
Markit IOS Total Return Swap [Member] | Gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives (580) 893
Inverse Interest-Only Securities [Member] | Gain on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives $ 6,087 $ (2,409)