Quarterly report pursuant to Section 13 or 15(d)

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

v3.8.0.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Sep. 30, 2017
Jun. 30, 2017
Dec. 31, 2016
Sep. 30, 2016
Jun. 30, 2016
Dec. 31, 2015
Notional Disclosures [Abstract]            
Notional $ 24,113,321,000 $ 16,988,116,000 $ 18,802,500,000 $ 22,062,904,000 $ 26,141,370,000 $ 21,998,381,000
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 102,235,000   127,843,000      
Notional Disclosures [Abstract]            
Notional 621,548,978   740,844,023      
Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 393,000   (17,000)      
Notional Disclosures [Abstract]            
Notional 65,895,000   90,593,000      
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 238,305,000   324,182,000      
Notional Disclosures [Abstract]            
Notional 20,122,892,000   21,708,907,000      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Notional 621,548,978   740,844,023      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 120,423,000   109,531,000      
Notional Disclosures [Abstract]            
Notional 13,216,448,000   18,471,063,000      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 9,395,000   39,881,000      
Notional Disclosures [Abstract]            
Notional 2,814,000,000   825,000,000      
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 5,703,000   4,294,000      
Notional Disclosures [Abstract]            
Notional 1,405,000,000   536,000,000      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 156,000   42,633,000      
Notional Disclosures [Abstract]            
Notional 2,000,000,000   1,136,000,000      
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 393,000   0      
Notional Disclosures [Abstract]            
Notional 65,895,208   0      
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (11,312,000)   (12,501,000)      
Notional Disclosures [Abstract]            
Notional 6,800,429,000   3,543,593,000      
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 (11,312,000)   (495,000)      
Notional Disclosures [Abstract]            
Notional 6,800,429,000   1,900,000,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   (1,645,000)      
Notional Disclosures [Abstract]            
Notional 0   600,000,000      
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   (10,344,000)      
Notional Disclosures [Abstract]            
Notional 0   953,000,000      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Notional 0   0      
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   (17,000)      
Notional Disclosures [Abstract]            
Notional $ 0   $ 90,592,668