Quarterly report pursuant to Section 13 or 15(d)

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

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Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2017
Jun. 30, 2017
Dec. 31, 2016
Sep. 30, 2016
Jun. 30, 2016
Dec. 31, 2015
Derivative [Line Items]            
Notional $ 24,113,321,000 $ 16,988,116,000 $ 18,802,500,000 $ 22,062,904,000 $ 26,141,370,000 $ 21,998,381,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 20,122,892,000   21,708,907,000      
Fair Value 238,305,000   324,182,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 6,800,429,000   3,543,593,000      
Fair Value (11,312,000)   (12,501,000)      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 1,405,000,000   536,000,000      
Fair Value 5,703,000   4,294,000      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 0   953,000,000      
Fair Value 0   (10,344,000)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Notional 0   1,500,000,000      
Cost Basis 0   1,576,270,000      
Market Value 0   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 0   0      
Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Notional 1,405,000,000   2,989,000,000      
Cost Basis 1,447,566,000   3,028,470,000      
Market Value 1,441,863,000   3,035,125,000      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 5,703,000   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 1,405,000,000 $ 1,140,000,000 1,489,000,000 $ 589,000,000 $ 337,000,000  
Cost Basis 1,447,566,000   1,452,200,000      
Market Value 1,441,863,000   1,458,250,000      
Forward Contracts [Member] | Net Short Positions [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 5,703,000   4,294,000      
Forward Contracts [Member] | Net Short Positions [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ 0   $ (10,344,000)