Quarterly report pursuant to Section 13 or 15(d)

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

v3.8.0.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Mar. 31, 2018
Dec. 31, 2017
Mar. 31, 2017
Dec. 31, 2016
Derivative [Line Items]        
Notional $ 18,429,288,000 $ 31,226,878,000 $ 15,935,535,000 $ 18,802,500,000
Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Notional 25,956,767,000 25,503,371,000    
Fair Value 274,048,000 309,918,000    
Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Notional 12,752,521,000 8,335,507,000    
Fair Value (46,074,000) (31,903,000)    
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Notional 3,565,000,000 733,000,000    
Fair Value 8,117,000 913,000    
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Notional 3,120,000,000 1,306,000,000    
Fair Value (19,964,000) (1,930,000)    
Forward Contracts [Member] | Long [Member]        
Derivative [Line Items]        
Notional 3,565,000,000 733,000,000    
Cost Basis 3,721,166,000 769,446,000    
Market Value 3,729,282,000 770,359,000    
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 8,117,000 913,000    
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 3,120,000,000 1,306,000,000    
Cost Basis 3,107,593,000 1,316,368,000    
Market Value 3,127,556,000 1,318,297,000    
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 0 0    
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value (19,964,000) (1,930,000)    
Forward Contracts [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Notional 445,000,000      
Cost Basis 613,573,000      
Market Value 601,726,000      
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value 8,117,000      
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value $ (19,964,000)      
Forward Contracts [Member] | Net Short Position [Member]        
Derivative [Line Items]        
Notional   573,000,000 $ 993,000,000 $ 1,489,000,000
Cost Basis   546,922,000    
Market Value   547,938,000    
Forward Contracts [Member] | Net Short Position [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Fair Value   913,000    
Forward Contracts [Member] | Net Short Position [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Fair Value   $ (1,930,000)