Quarterly report pursuant to Section 13 or 15(d)

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

v3.2.0.727
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) - USD ($)
$ in Thousands
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Jun. 30, 2014
Mar. 31, 2014
Dec. 31, 2013
Derivative [Line Items]            
Derivative, Notional Amount $ (27,401,335) $ (33,709,043) $ (48,115,523) $ (43,379,217) $ (43,576,146) $ (37,366,610)
Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0 $ 2,500,000 (2,000,000) $ 0 $ (1,500,000) $ 0
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (4,723,016)   (16,200,000)      
Derivative, Fair Value, Net (22,475)   (90,233)      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   0      
Derivative, Fair Value, Net (105)   0      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (250,000)          
Derivative, Cost 900          
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 250,000          
Derivative, Cost (900)          
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (26,416,319)   (36,315,523)      
Derivative, Fair Value, Net 347,322   380,791      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   (2,000,000)      
Derivative, Cost     (605)      
Derivative, Fair Value, Net $ 0   $ 90