Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2020	Mar. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ (384,064)	$ 21,019
TBAs [Member] | (Loss) gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(166,058)	109,511
Short US Treasuries [Member] | (Loss) gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	(6,801)
U.S. Treasury Futures [Member] | (Loss) gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	25,972	3,727
Put and Call Options for TBAs [Member] | (Loss) gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	(7,666)
Interest Rate Swap [Member] | Long [Member] | Loss on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(1,037,335)	(238,968)
Interest Rate Swap [Member] | Short [Member] | Loss on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	899,953	163,601
Interest Rate Swaption [Member] | Loss on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(113,214)	(4,532)
Interest Rate Cap [Member] | Loss on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	(3,360)
Markit IOS Total Return Swap [Member] | (Loss) gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(2,430)	(580)
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 9,048	$ 6,087