Quarterly report pursuant to Section 13 or 15(d)

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

v3.5.0.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2015
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Derivative [Line Items]            
Derivative, Notional Amount $ (26,141,370) $ (26,390,596) $ (21,998,381) $ (27,401,335) $ (33,709,043) $ (48,115,523)
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (16,940,106)   (21,735,997)      
Derivative, Fair Value, Net 223,985   271,509      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (15,145,264)   (1,362,384)      
Derivative, Fair Value, Net (160,724)   (7,285)      
Forward Contracts [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (337,000) $ (1,637,000) (297,000) $ (1,024,000) $ (2,496,000) $ (1,325,000)
Derivative, Cost 351,859   289,759      
Derivative, Market Value 356,969   289,509      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,835,000)   (847,000)      
Derivative, Fair Value, Net 16,597   1,074      
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (2,172,000)   (550,000)      
Derivative, Fair Value, Net (21,707)   (1,324)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,835,000)   (847,000)      
Derivative, Cost 1,901,030   858,572      
Derivative, Market Value 1,917,627   859,646      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 16,597   1,074      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 0   0      
Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (2,172,000)   (550,000)      
Derivative, Cost 2,252,889   568,813      
Derivative, Market Value 2,274,596   570,137      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 0   0      
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net (21,707)   (1,324)      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (1,835,000)   (847,000)      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (2,172,000)   $ (550,000)