Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details)

v3.3.0.814
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Dec. 31, 2013
Derivative [Line Items]            
Derivative, Notional Amount $ (28,317,580) $ (27,401,335) $ (48,115,523) $ (57,015,981) $ (43,379,217) $ (37,366,610)
Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,000,000) $ 0 (2,000,000) $ (2,000,000) $ 0 $ 0
Options Held [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,000,000)   (2,000,000)      
Derivative, Cost 1,465   (605)      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (10,517,605)   (16,200,000)      
Derivative, Fair Value, Net (81,473)   (90,233)      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   0      
Derivative, Fair Value, Net 0   0      
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (18,899,975)   (36,315,523)      
Derivative, Fair Value, Net 296,731   380,791      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,000,000)   (2,000,000)      
Derivative, Fair Value, Net $ 2   $ 90