Annual report pursuant to Section 13 and 15(d)

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

v3.6.0.2
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (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
Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 1,136,000 0 $ 2,000,000
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)  
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0    
Derivative, Fair Value, Net 0    
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, Assets [Member] | Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 1,136,000    
Derivative, Fair Value, Net 42,633 0  
Long [Member] | Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 2,500,000 0  
Short [Member] | Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ 3,636,000 $ 0