Annual report pursuant to Section 13 and 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 ($)
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Derivative [Line Items]      
Notional $ 31,226,878,000 $ 18,802,500,000 $ 21,998,381,000
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 25,503,371,000 21,708,907,000  
Fair Value 309,918,000 324,182,000  
Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Notional 8,335,507,000 3,543,593,000  
Fair Value (31,903,000) (12,501,000)  
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 733,000,000 536,000,000  
Fair Value 913,000 4,294,000  
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Notional 1,306,000,000 953,000,000  
Fair Value (1,930,000) (10,344,000)  
Forward Contracts [Member] | Long [Member]      
Derivative [Line Items]      
Notional 733,000,000 1,500,000,000  
Cost Basis 769,446,000 1,576,270,000  
Market Value 770,359,000 1,576,875,000  
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 913,000 605,000  
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 1,306,000,000 2,989,000,000  
Cost Basis 1,316,368,000 3,028,470,000  
Market Value 1,318,297,000 3,035,125,000  
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 0 3,689,000  
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value (1,930,000) (10,344,000)  
Forward Contracts [Member] | Net Short Positions [Member]      
Derivative [Line Items]      
Notional 573,000,000 1,489,000,000  
Cost Basis 546,922,000 1,452,200,000  
Market Value 547,938,000 1,458,250,000  
Forward Contracts [Member] | Net Short Positions [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Fair Value 913,000 4,294,000  
Forward Contracts [Member] | Net Short Positions [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Fair Value $ (1,930,000) $ (10,344,000)