Quarterly report pursuant to Section 13 or 15(d)

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

v3.5.0.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Sep. 30, 2016
Jun. 30, 2016
Dec. 31, 2015
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Derivative [Line Items]            
Derivative, Notional Amount $ (22,062,904) $ (26,141,370) $ (21,998,381) $ (28,317,580) $ (27,401,335) $ (48,115,523)
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (16,759,324)   (21,735,997)      
Derivative, Fair Value, Net 199,013   271,509      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (9,221,580)   (1,362,384)      
Derivative, Fair Value, Net (39,918)   (7,285)      
Forward Contracts [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (589,000) $ (337,000) (297,000) $ (782,000) $ (1,024,000) $ (1,325,000)
Derivative, Cost 633,778   289,759      
Derivative, Market Value 620,591   289,509      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,040,000)   (847,000)      
Derivative, Fair Value, Net 17,527   1,074      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,629,000)   (550,000)      
Derivative, Fair Value, Net (4,340)   (1,324)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,040,000)   (847,000)      
Derivative, Cost 1,060,175   858,572      
Derivative, Market Value 1,077,702   859,646      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 17,527   1,074      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 0   0      
Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,629,000)   (550,000)      
Derivative, Cost 1,693,953   568,813      
Derivative, Market Value 1,698,293   570,137      
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 (4,340)   (1,324)      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,040,000)   (847,000)      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (1,629,000)   $ (550,000)