Annual report pursuant to Section 13 and 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 ($)
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Notional Disclosures [Abstract]      
Notional $ 31,226,878,000 $ 18,802,500,000 $ 21,998,381,000
Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 91,827,000 127,843,000  
Notional Disclosures [Abstract]      
Notional 588,245,610 740,844,023  
Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (106,000) (17,000)  
Notional Disclosures [Abstract]      
Notional 63,507,000 90,593,000  
Derivative Financial Instruments, Assets [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 309,918,000 324,182,000  
Notional Disclosures [Abstract]      
Notional 25,503,371,000 21,708,907,000  
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]      
Notional Disclosures [Abstract]      
Notional 588,245,610 740,844,023  
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 206,773,000 109,531,000  
Notional Disclosures [Abstract]      
Notional 21,516,125,000 18,471,063,000  
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 10,405,000 39,881,000  
Notional Disclosures [Abstract]      
Notional 2,666,000,000 825,000,000  
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 913,000 4,294,000  
Notional Disclosures [Abstract]      
Notional 733,000,000 536,000,000  
Derivative Financial Instruments, Assets [Member] | Options Held [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 42,633,000  
Notional Disclosures [Abstract]      
Notional   1,136,000,000  
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Notional 0 0  
Derivative Financial Instruments, Liabilities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (31,903,000) (12,501,000)  
Notional Disclosures [Abstract]      
Notional 8,335,507,000 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 (29,867,000) (495,000)  
Notional Disclosures [Abstract]      
Notional 6,966,000,000 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 (1,930,000) (10,344,000)  
Notional Disclosures [Abstract]      
Notional 1,306,000,000 953,000,000  
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value   0  
Notional Disclosures [Abstract]      
Notional   0  
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (106,000) (17,000)  
Notional Disclosures [Abstract]      
Notional $ 63,507,327 $ 90,592,668