Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

v3.7.0.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Jun. 30, 2017
Mar. 31, 2017
Dec. 31, 2016
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2015
Derivative [Line Items]            
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
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 19,023,116,000   21,708,907,000      
Fair Value 240,502,000   324,182,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 1,855,000,000   3,543,593,000      
Fair Value (2,580,000)   (12,501,000)      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 1,340,000,000   536,000,000      
Fair Value 8,060,000   4,294,000      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 200,000,000   953,000,000      
Fair Value (463,000)   (10,344,000)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Notional 200,000,000   1,500,000,000      
Cost Basis 205,502,000   1,576,270,000      
Market Value 205,039,000   1,576,875,000      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 0   605,000      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (463,000)   0      
Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Notional 1,340,000,000   2,989,000,000      
Cost Basis 1,384,492,000   3,028,470,000      
Market Value 1,376,432,000   3,035,125,000      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 8,060,000   3,689,000      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value 0   (10,344,000)      
Forward Contracts [Member] | Net Short Positions [Member]            
Derivative [Line Items]            
Notional 1,140,000,000 $ 993,000,000 1,489,000,000 $ 337,000,000    
Cost Basis 1,178,990,000   1,452,200,000      
Market Value 1,171,393,000   1,458,250,000      
Forward Contracts [Member] | Net Short Positions [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 8,060,000   4,294,000      
Forward Contracts [Member] | Net Short Positions [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (463,000)   $ (10,344,000)