Quarterly report pursuant to Section 13 or 15(d)

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

v3.7.0.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Mar. 31, 2016
Dec. 31, 2015
Derivative [Line Items]        
Derivative, Notional Amount $ 15,935,535 $ 18,802,500 $ 26,390,596 $ 21,998,381
Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 21,576,266 21,708,907    
Derivative, Fair Value, Net 253,564 324,182    
Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 4,105,269 3,543,593    
Derivative, Fair Value, Net (20,363) (12,501)    
Forward Contracts [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 993,000 1,489,000 $ 1,637,000 $ 297,000
Derivative, Cost 1,008,015 1,452,200    
Derivative, Market Value 1,016,118 1,458,250    
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 0 536,000    
Derivative, Fair Value, Net 0 4,294    
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 993,000 953,000    
Derivative, Fair Value, Net (8,103) (10,344)    
Forward Contracts [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 0 1,500,000    
Derivative, Cost 0 1,576,270    
Derivative, Market Value 0 1,576,875    
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Fair Value, Net 0 605    
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 993,000 2,989,000    
Derivative, Cost 1,008,015 3,028,470    
Derivative, Market Value 1,016,118 3,035,125    
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Fair Value, Net 0 3,689    
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Fair Value, Net $ (8,103) $ (10,344)