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 ($)
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2017
Jun. 30, 2017
Mar. 31, 2017
Dec. 31, 2016
Derivative [Line Items]            
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
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 27,971,753,000   25,503,371,000      
Fair Value 257,917,000   309,918,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 8,419,108,000   8,335,507,000      
Fair Value (39,429,000)   (31,903,000)      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 5,877,000,000   733,000,000      
Fair Value 12,252,000   913,000      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 2,828,000,000   1,306,000,000      
Fair Value (18,190,000)   (1,930,000)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Notional 5,877,000,000   733,000,000      
Cost Basis 6,098,606,000   769,446,000      
Market Value 6,110,858,000   770,359,000      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 12,252,000   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 2,828,000,000   1,306,000,000      
Cost Basis 2,796,996,000   1,316,367,000      
Market Value 2,815,186,000   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 (18,190,000)   (1,930,000)      
Forward Contracts [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Notional 3,049,000,000 $ 445,000,000        
Cost Basis 3,301,610,000          
Market Value 3,295,672,000          
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 12,252,000          
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (18,190,000)          
Forward Contracts [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Notional     573,000,000 $ 1,140,000,000 $ 993,000,000 $ 1,489,000,000
Cost Basis     546,921,000      
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)