Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details)

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Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) - USD ($)
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Derivatives, Fair Value [Line Items]      
Accrued interest receivable $ 68,309,000 $ 59,006,000  
Face Value 31,226,878,000 18,802,500,000 $ 21,998,381,000
Derivative Financial Instruments, Assets [Member]      
Derivatives, Fair Value [Line Items]      
Fair Value 309,918,000 324,182,000  
Face Value 25,503,371,000 21,708,907,000  
Inverse Interest-Only Securities [Member]      
Derivatives, Fair Value [Line Items]      
Fair Value 91,827,000 127,843,000  
Accrued interest receivable 853,000 1,244,000  
Face Value 588,245,610 740,844,023  
Amortized Cost 86,734,000 109,762,000  
Gross unrealized gains 6,843,000 18,389,000  
Gross unrealized losses (2,602,000) (1,552,000)  
Market Value 90,975,000 126,599,000  
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]      
Derivatives, Fair Value [Line Items]      
Face Value $ 588,245,610 $ 740,844,023