Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 66,997	$ 156,476	$ (287,383)	$ 169,384
TBAs [Member] | Gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	60,993	82,964	(29,385)	221,439
Short US Treasuries [Member] | Gain 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 on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	4,448	(359)	26,956	46,089
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	0	0	0	(7,666)
Interest Rate Swap [Member] | Long [Member] | Gain (loss) on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	8,269	(172,856)	(1,151,119)	(834,426)
Interest Rate Swap [Member] | Short [Member] | Gain (loss) on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	(7,879)	211,086	904,492	664,313
Interest Rate Swaption [Member] | Gain (loss) on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	1,011	32,390	(49,490)	76,383
Interest Rate Cap [Member] | Gain (loss) on interest rate swap, cap and swaption agreements
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	0	0	(7,684)
Markit IOS Total Return Swap [Member] | Gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	0	(888)	(2,430)	(1,365)
Inverse Interest-Only Securities [Member] | Gain on other derivative instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount of Gain (Loss) Recognized in Income	$ 155	$ 4,139	$ 13,593	$ 19,102