Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details)

v3.3.0.814
Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Dec. 31, 2013
Derivatives, Fair Value [Line Items]            
Interest Receivable $ 56,250   $ 65,529      
Derivative, Notional Amount 28,317,580 $ 27,401,335 48,115,523 $ 57,015,981 $ 43,379,217 $ 37,366,610
Derivative Financial Instruments, Assets [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net 296,731   380,791      
Derivative, Notional Amount 18,899,975   36,315,523      
Inverse Interest-Only Securities [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net 172,702   188,592      
Interest Receivable 1,819   2,188      
Derivative, Notional Amount 985,901 $ 1,049,743 1,168,226 $ 1,211,965 $ 1,323,650 $ 1,525,845
Derivative, Unamortized Premium 0   0      
Derivative, Designated Credit Reserve 0   0      
Derivative, Net, Unamortized (837,670)   (991,715)      
Derivative, Amortized Cost Basis 148,231   176,511      
Derivative, Gross Unrealized Gains 23,996   14,162      
Derivative, Gross Unrealized Losses (1,344)   (4,269)      
Derivative, Carrying Value 170,883   186,404      
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Notional Amount $ 985,901   $ 1,168,226