Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

v3.2.0.727
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Jun. 30, 2014
Mar. 31, 2014
Dec. 31, 2013
Derivative [Line Items]            
Derivative, Notional Amount $ (27,401,335) $ (33,709,043) $ (48,115,523) $ (43,379,217) $ (43,576,146) $ (37,366,610)
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (26,416,319)   (36,315,523)      
Derivative, Fair Value, Net 347,322   380,791      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (4,723,016)   (16,200,000)      
Derivative, Fair Value, Net (22,475)   (90,233)      
Forward Contracts [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,024,000) $ (2,496,000) (1,325,000) $ (372,000) $ 1,022,000 $ (603,000)
Derivative, Cost (1,064,757)   (1,431,945)      
Derivative, Market Value (1,069,944)   (1,439,282)      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   (875,000)      
Derivative, Fair Value, Net 0   10,350      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,434,000)   (2,200,000)      
Derivative, Fair Value, Net (5,187)   (17,687)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (205,000)   (875,000)      
Derivative, Cost (219,441)   (862,868)      
Derivative, Market Value (219,369)   (873,218)      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 0   10,350      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net (72)   0      
Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,229,000)   (2,200,000)      
Derivative, Cost (1,284,198)   (2,294,813)      
Derivative, Market Value (1,289,313)   (2,312,500)      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 0   0      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net (5,115)   (17,687)      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (205,000)   (875,000)      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (1,229,000)   $ (2,200,000)