Quarterly report pursuant to Section 13 or 15(d)

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

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Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) - USD ($)
$ in Thousands
Sep. 30, 2016
Jun. 30, 2016
Dec. 31, 2015
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Derivatives, Fair Value [Line Items]            
Interest Receivable $ 67,089   $ 49,970      
Derivative, Notional Amount 22,062,904 $ 26,141,370 21,998,381 $ 28,317,580 $ 27,401,335 $ 48,115,523
Derivative Financial Instruments, Assets [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net 199,013   271,509      
Derivative, Notional Amount 16,759,324   21,735,997      
Inverse Interest-Only Securities [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net 142,597   159,582      
Interest Receivable 1,364   1,676      
Derivative, Notional Amount 784,823 $ 834,866 932,037 $ 985,901 $ 1,049,743 $ 1,168,226
Derivative, Unamortized Premium 0   0      
Derivative, Designated Credit Reserve 0   0      
Derivative, Net, Unamortized (668,282)   (792,178)      
Derivative, Amortized Cost Basis 116,541   139,859      
Derivative, Gross Unrealized Gains 25,420   19,655      
Derivative, Gross Unrealized Losses (729)   (1,608)      
Derivative, Carrying Value 141,232   157,906      
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]            
Derivatives, Fair Value [Line Items]            
Derivative, Notional Amount $ 784,823   $ 932,037