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