Quarterly report pursuant to Section 13 or 15(d)

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

v3.10.0.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2017
Jun. 30, 2017
Mar. 31, 2017
Dec. 31, 2016
Notional Disclosures [Abstract]            
Notional $ 28,618,861,000 $ 18,429,288,000 $ 31,226,878,000 $ 16,988,116,000 $ 15,935,535,000 $ 18,802,500,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 74,328,000   91,827,000      
Notional Disclosures [Abstract]            
Notional 529,055,590   588,245,610      
Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (295,000)   (106,000)      
Notional Disclosures [Abstract]            
Notional 51,541,000   63,507,000      
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 257,917,000   309,918,000      
Notional Disclosures [Abstract]            
Notional 27,971,753,000   25,503,371,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Notional 529,055,590   588,245,610      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 161,863,000   206,773,000      
Notional Disclosures [Abstract]            
Notional 21,410,697,000   21,516,125,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 9,474,000   10,405,000      
Notional Disclosures [Abstract]            
Notional 155,000,000   2,666,000,000      
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 12,252,000   913,000      
Notional Disclosures [Abstract]            
Notional 5,877,000,000   733,000,000      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Notional 0          
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Notional 0   0      
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (39,429,000)   (31,903,000)      
Notional Disclosures [Abstract]            
Notional 8,419,108,000   8,335,507,000      
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 0   (29,867,000)      
Notional Disclosures [Abstract]            
Notional 4,636,567,000   6,966,000,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (12,305,000)   0      
Notional Disclosures [Abstract]            
Notional 583,000,000   0      
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (18,190,000)   (1,930,000)      
Notional Disclosures [Abstract]            
Notional 2,828,000,000   1,306,000,000      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (8,639,000)   0      
Notional Disclosures [Abstract]            
Notional 320,000,000          
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (295,000)   (106,000)      
Notional Disclosures [Abstract]            
Notional $ 51,540,786   $ 63,507,327