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Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ 44,394 $ (19,131) $ 239,800 $ (133,318)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (45,231) (16,891) (55,766) (45,671)
Short US Treasury Securities [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 1,606 0 1,606 0
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 13,489 (3,405) 43,328 (22,467)
Interest Rate Swaption [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 24,629 (12,349) 94,933 (62,080)
Interest Rate Cap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 686 0 686 0
Total Return Swap [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (302) (134) 371 (821)
Inverse Interest-Only Securities [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (1,025) 1,506 (5,274) 2,631
Short [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (54,653) (5,280) (252,375) 22,813
Long [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ 105,195 $ 17,422 $ 412,291 $ (27,723)