Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

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Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
 3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount $ 31,226,878,000 $ 18,802,500,000
Additions 33,694,880,000 3,356,823,000
Settlement, Termination, Expiration or Exercise (46,492,470,000) (6,223,788,000)
End of Period Notional Amount 18,429,288,000 15,935,535,000
Average Notional Amount (26,619,080,000) (16,574,247,000)
Realized Gain (Loss), net 138,847,000 93,395,000
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 588,245,610  
Additions 0 0
Settlement, Termination, Expiration or Exercise (29,303,336) (42,018,281)
End of Period Notional Amount 558,942,274  
Realized Gain (Loss), net 0 0
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 17,608,880,000 9,052,823,000
Settlement, Termination, Expiration or Exercise (22,492,180,000) (11,171,446,000)
Realized Gain (Loss), net 39,706,000 51,146,000
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (1,215,000,000) (3,880,000,000)
Settlement, Termination, Expiration or Exercise (7,626,000,000) (225,000,000)
Realized Gain (Loss), net 52,773,000 14,885,000
Forward Contracts [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 11,231,000,000 (3,086,000,000)
Settlement, Termination, Expiration or Exercise (10,213,000,000) 3,582,000,000
Realized Gain (Loss), net (11,836,000) (11,406,000)
Options Held [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 6,070,000,000 1,270,000,000
Settlement, Termination, Expiration or Exercise (6,130,000,000) 1,636,000,000
Realized Gain (Loss), net 58,204,000 38,770,000
Total Return Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 63,507,000  
Additions 0 0
Settlement, Termination, Expiration or Exercise (1,986,122) (3,323,804)
End of Period Notional Amount 61,521,000  
Realized Gain (Loss), net 0 0
Net Long Position [Member] | Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 588,245,608 740,844,021
End of Period Notional Amount 558,942,000 698,825,740
Average Notional Amount (574,692,518) (720,885,913)
Net Long Position [Member] | Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 28,482,125,000 20,371,063,000
End of Period Notional Amount 23,598,825,000 18,252,440,000
Average Notional Amount (27,751,460,922) (18,707,666,067)
Net Long Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 2,666,000,000 225,000,000
Net Long Position [Member] | Forward Contracts [Member]    
Derivative, Notional Amount [Roll Forward]    
End of Period Notional Amount 445,000,000  
Average Notional Amount (777,077,778)  
Net Long Position [Member] | Options Held [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount   1,770,000,000
Net Long Position [Member] | Total Return Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 63,507,326 90,592,667
End of Period Notional Amount 61,521,000 87,268,863
Average Notional Amount (62,147,656) (88,161,128)
Net Short Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
End of Period Notional Amount 6,175,000,000 3,880,000,000
Average Notional Amount (1,907,211,111) (1,495,500,000)
Net Short Position [Member] | Forward Contracts [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 573,000,000 1,489,000,000
End of Period Notional Amount   993,000,000
Average Notional Amount   (1,161,433,333)
Net Short Position [Member] | Options Held [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   1,136,000,000
End of Period Notional Amount 60,000,000  
Average Notional Amount $ (639,088,889) $ (285,533,333)