Quarterly report pursuant to Section 13 or 15(d)

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

v3.5.0.2
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (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)
Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (4,469,000) $ (8,897,000) 0 $ (1,000,000) $ 0 $ (2,000,000)
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)      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (519,000)          
Derivative, Fair Value, Net (4,685)   0      
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, Assets [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (3,950,000)          
Derivative, Fair Value, Net 2,178   0      
Long [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (6,900,000)   0      
Derivative, Cost (20,450)   0      
Short [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (2,431,000)   0      
Derivative, Cost     $ 0