Quarterly report pursuant to Section 13 or 15(d)

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

v3.2.0.727
Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) - USD ($)
$ in Thousands
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Jun. 30, 2014
Mar. 31, 2014
Dec. 31, 2013
Derivatives, Fair Value [Line Items]            
Interest Receivable $ 57,011   $ 65,529      
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]            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net 347,322   380,791      
Derivative, Notional Amount 26,416,319   36,315,523      
Inverse Interest-Only Securities [Member]            
Derivatives, Fair Value [Line Items]            
Interest Receivable 1,945   2,188      
Derivative, Notional Amount 1,049,743 $ 1,106,210 1,168,226 $ 1,323,650 $ 1,412,374 $ 1,525,845
Derivative, Unamortized Premium 0   0      
Derivative, Designated Credit Reserve 0   0      
Derivative, Net, Unamortized (891,752)   (991,715)      
Derivative, Amortized Cost Basis 157,991   176,511      
Derivative, Gross Unrealized Gains 21,068   14,162      
Derivative, Gross Unrealized Losses (2,156)   (4,269)      
Derivative, Carrying Value 176,903   186,404      
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net 178,848   188,592      
Derivative, Notional Amount $ 1,049,743   $ 1,168,226