Quarterly report pursuant to Section 13 or 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 ($)
Mar. 31, 2018
Dec. 31, 2017
Mar. 31, 2017
Dec. 31, 2016
Derivatives, Fair Value [Line Items]        
Accrued interest receivable $ 67,370,000 $ 68,309,000    
Face Value 18,429,288,000 31,226,878,000 $ 15,935,535,000 $ 18,802,500,000
Derivative Financial Instruments, Assets [Member]        
Derivatives, Fair Value [Line Items]        
Fair Value 274,048,000 309,918,000    
Face Value 25,956,767,000 25,503,371,000    
Inverse Interest-Only Securities [Member]        
Derivatives, Fair Value [Line Items]        
Fair Value 82,388,000 91,827,000    
Accrued interest receivable 760,000 853,000    
Face Value 558,942,274 588,245,610    
Amortized Cost 82,250,000 86,734,000    
Gross unrealized gains 4,092,000 6,843,000    
Gross unrealized losses (4,714,000) (2,602,000)    
Market Value 81,628,000 90,975,000    
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]        
Derivatives, Fair Value [Line Items]        
Face Value $ 558,942,274 $ 588,245,610