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, 2018
Jun. 30, 2018
Dec. 31, 2017
Sep. 30, 2017
Jun. 30, 2017
Dec. 31, 2016
Derivative [Line Items]            
Notional $ 41,330,283,000 $ 28,618,861,000 $ 31,226,878,000 $ 24,113,321,000 $ 16,988,116,000 $ 18,802,500,000
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 33,229,283,000   25,503,371,000      
Fair Value 403,231,000   309,918,000      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 11,521,000,000   8,335,507,000      
Fair Value (797,504,000)   (31,903,000)      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Notional 1,108,000,000   733,000,000      
Fair Value 15,212,000   913,000      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Notional 8,216,000,000   1,306,000,000      
Fair Value (43,314,000)   (1,930,000)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Notional 11,916,000,000   733,000,000      
Cost Basis 12,393,443,000   769,446,000      
Market Value 12,351,423,000   770,359,000      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 1,159,000   913,000      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (43,179,000)   0      
Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Notional 2,592,000,000   1,306,000,000      
Cost Basis 2,564,838,000   1,316,367,000      
Market Value 2,550,920,000   1,318,297,000      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 14,053,000   0      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value (135,000)   (1,930,000)      
Forward Contracts [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Notional 9,324,000,000 $ 3,049,000,000        
Cost Basis 9,828,605,000          
Market Value 9,800,503,000          
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Fair Value 15,212,000          
Forward Contracts [Member] | Net Long Position [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Fair Value $ (43,314,000)          
Forward Contracts [Member] | Net Short Position [Member]            
Derivative [Line Items]            
Notional     573,000,000 $ 1,405,000,000 $ 1,140,000,000 $ 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)