Annual report pursuant to Section 13 and 15(d)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

v3.8.0.1
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives $ (79,912) $ 147,168 $ (217,338)
Gain on residential mortgage loans held-for-sale 2,383 16,085 14,285
(Loss) gain on interest rate swap and swaption agreements (9,753) 45,371 (210,621)
(Loss) gain on other derivative instruments (70,159) 99,379 (5,049)
Forward Contracts [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments     (39,748)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (46,778) 51,816  
Short US Treasury Securities [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments 0 0 125
Options Held [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments     6,846
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (22,623) 64,920  
Interest Rate Swaption [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on interest rate swap and swaption agreements     (63,797)
Interest Rate Swaption [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (59,200) 11,209  
Total Return Swap [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments     (13,371)
Total Return Swap [Member] | Gain (Loss) on Derivative Instruments [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (870) (36,898)  
Credit Default Swap, Selling Protection [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments     (294)
Credit Default Swap, Selling Protection [Member] | Gain (Loss) on Derivative Instruments [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 0 962  
Inverse Interest-Only Securities [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments     36,066
Inverse Interest-Only Securities [Member] | Gain (Loss) on Derivative Instruments [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 112 18,579  
Loan Purchase Commitments [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain on residential mortgage loans held-for-sale     (1,668)
Loan Purchase Commitments [Member] | Gain (Loss) on Residential Mortgage Loans Held-for-Sale [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives 0 2,418  
Treasury Lock [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments 0 0 (837)
Swap [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on other derivative instruments 0 0 6,164
Short [Member] | Interest Rate Swap [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on interest rate swap and swaption agreements     52,785
Short [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives (17,677) 37,272  
Long [Member] | Interest Rate Swap [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
(Loss) gain on interest rate swap and swaption agreements     $ (199,609)
Long [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income on Derivatives $ 67,124 $ (3,110)