Annual report pursuant to Section 13 and 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
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Derivatives, Fair Value [Line Items]      
Interest Receivable $ 62,751 $ 49,970  
Derivative, Notional Amount 18,802,500 21,998,381 $ 48,115,523
Derivative Financial Instruments, Assets [Member]      
Derivatives, Fair Value [Line Items]      
Derivative, Fair Value, Net 324,182 271,509  
Derivative, Notional Amount 21,708,907 21,735,997  
Inverse Interest-Only Securities [Member]      
Derivatives, Fair Value [Line Items]      
Derivative, Fair Value, Net 127,843 159,582  
Interest Receivable 1,244 1,676  
Derivative, Notional Amount 740,844 932,037 $ 1,168,226
Derivative, Unamortized Premium 0 0  
Derivative, Designated Credit Reserve 0 0  
Derivative, Net, Unamortized (631,082) (792,178)  
Derivative, Amortized Cost Basis 109,762 139,859  
Derivative, Gross Unrealized Gains 18,389 19,655  
Derivative, Gross Unrealized Losses (1,552) (1,608)  
Derivative, Carrying Value 126,599 157,906  
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]      
Derivatives, Fair Value [Line Items]      
Derivative, Notional Amount $ 740,844 $ 932,037