Annual report pursuant to Section 13 and 15(d)

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

v3.3.1.900
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (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  
Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (1,362,384) (16,200,000)  
Derivative, Fair Value, Net (7,285) (90,233)  
Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (297,000) (1,325,000) $ (603,000)
Derivative, Cost 289,759 (1,431,945)  
Derivative, Market Value 289,509 (1,439,282)  
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (847,000) (875,000)  
Derivative, Fair Value, Net 1,074 10,350  
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (550,000) (2,200,000)  
Derivative, Fair Value, Net (1,324) (17,687)  
Long [Member] | Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (847,000) (875,000)  
Derivative, Cost 858,572 862,868  
Derivative, Market Value 859,646 873,218  
Long [Member] | Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net 1,074 10,350  
Long [Member] | Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net 0 0  
Long [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (847,000) (875,000)  
Short [Member] | Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (550,000) (2,200,000)  
Derivative, Cost 568,813 2,294,813  
Derivative, Market Value 570,137 2,312,500  
Short [Member] | Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net 0 0  
Short [Member] | Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Fair Value, Net (1,324) (17,687)  
Short [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (550,000) $ (2,200,000)