Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

v3.7.0.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Jun. 30, 2017
Mar. 31, 2017
Dec. 31, 2016
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2015
Notional Disclosures [Abstract]            
Notional $ 16,988,116,000 $ 15,935,535,000 $ 18,802,500,000 $ 26,141,370,000 $ 26,390,596,000 $ 21,998,381,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 109,350,000   127,843,000      
Notional Disclosures [Abstract]            
Notional 659,768,052   740,844,023      
Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 300,000   (17,000)      
Notional Disclosures [Abstract]            
Notional 68,629,000   90,593,000      
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 240,502,000   324,182,000      
Notional Disclosures [Abstract]            
Notional 19,023,116,000   21,708,907,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Notional 659,768,052   740,844,023      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 119,321,000   109,531,000      
Notional Disclosures [Abstract]            
Notional 13,714,719,000   18,471,063,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 2,949,000   39,881,000      
Notional Disclosures [Abstract]            
Notional 1,850,000,000   825,000,000      
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 8,060,000   4,294,000      
Notional Disclosures [Abstract]            
Notional 1,340,000,000   536,000,000      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 522,000   42,633,000      
Notional Disclosures [Abstract]            
Notional 1,390,000,000   1,136,000,000      
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 300,000   0      
Notional Disclosures [Abstract]            
Notional 68,629,220   0      
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (2,580,000)   (12,501,000)      
Notional Disclosures [Abstract]            
Notional 1,855,000,000   3,543,593,000      
Derivative Financial Instruments, Liabilities [Member] | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Notional 0   0      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (410,000)   (495,000)      
Notional Disclosures [Abstract]            
Notional 1,050,000,000   1,900,000,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (815,000)   (1,645,000)      
Notional Disclosures [Abstract]            
Notional 500,000,000   600,000,000      
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (463,000)   (10,344,000)      
Notional Disclosures [Abstract]            
Notional 200,000,000   953,000,000      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (892,000)   0      
Notional Disclosures [Abstract]            
Notional 105,000,000   0      
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   (17,000)      
Notional Disclosures [Abstract]            
Notional $ 0   $ 90,592,668