Annual report pursuant to Section 13 and 15(d)

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

v3.3.1.900
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative [Line Items]      
Derivative, Notional Amount $ 21,998,381 $ 48,115,523 $ 37,366,610
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 21,735,997 36,315,523  
Derivative, Fair Value, Net 271,509 380,791  
Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0 2,000,000 $ 0
Options Held [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   2,000,000  
Derivative, Cost   (605)  
Options Held [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0 2,000,000  
Derivative, Fair Value, Net $ 0 $ 90