Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 29,684	$ (8,111)	$ (354,380)	$ 12,908
TBAs [Member] | Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	75,680	28,964	(90,378)	138,475
Short US Treasuries [Member] | Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	0	0	(6,801)
U.S. Treasury Futures [Member] | Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(3,464)	42,721	22,508	46,448
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	0	0	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	(122,053)	(422,602)	(1,159,388)	(661,570)
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	12,418	289,626	912,371	453,227
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	62,713	48,525	(50,501)	43,993
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	(4,324)	0	(7,684)
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	0	103	(2,430)	(477)
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 4,390	$ 8,876	$ 13,438	$ 14,963