Annual report pursuant to Section 13 and 15(d)

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

v3.6.0.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Derivative [Line Items]      
Derivative, Notional Amount $ 18,802,500 $ 21,998,381 $ 48,115,523
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 21,708,907 21,735,997  
Derivative, Fair Value, Net 324,182 271,509  
Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 3,543,593 1,362,384  
Derivative, Fair Value, Net (12,501) (7,285)  
Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 1,489,000 297,000 $ 1,325,000
Derivative, Cost 1,452,200 289,759  
Derivative, Market Value 1,458,250 289,509  
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 536,000 847,000  
Derivative, Fair Value, Net 4,294 1,074  
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 953,000 550,000  
Derivative, Fair Value, Net (10,344) (1,324)  
Forward Contracts [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 1,500,000 847,000  
Derivative, Cost 1,576,270 858,572  
Derivative, Market Value 1,576,875 859,646  
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net 605 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 2,989,000 550,000  
Derivative, Cost 3,028,470 568,813  
Derivative, Market Value 3,035,125 570,137  
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net 3,689 0  
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net (10,344) (1,324)  
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 1,500,000 847,000  
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ 2,989,000 $ 550,000