Quarterly report pursuant to Section 13 or 15(d)

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

v3.3.0.814
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Dec. 31, 2013
Derivative [Line Items]            
Derivative, Notional Amount $ 28,317,580 $ 27,401,335 $ 48,115,523 $ 57,015,981 $ 43,379,217 $ 37,366,610
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 18,899,975   36,315,523      
Derivative, Fair Value, Net 296,731   380,791      
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 10,517,605   16,200,000      
Derivative, Fair Value, Net (81,473)   (90,233)      
Forward Contracts [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 782,000 1,024,000 1,325,000 690,000 372,000 603,000
Derivative, Cost (791,585)   1,431,945      
Derivative, Market Value (797,032)   1,439,282      
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,332,000   875,000      
Derivative, Fair Value, Net 9,267   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 (3,820)   (17,687)      
Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,332,000   875,000      
Derivative, Cost 1,363,929   862,868      
Derivative, Market Value 1,373,196   873,218      
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Fair Value, Net 9,267   10,350      
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 550,000   2,200,000      
Derivative, Cost 572,344   2,294,813      
Derivative, Market Value 576,164   2,312,500      
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 (3,820)   (17,687)      
Options Held [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,000,000 $ 0 2,000,000 $ 2,000,000 $ 0 $ 0
Options Held [Member] | Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,000,000   2,000,000      
Derivative, Fair Value, Net 2   90      
Options Held [Member] | Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   0      
Derivative, Fair Value, Net 0   0      
Options Held [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,000,000   2,000,000      
Derivative, Cost (1,465)   605      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 1,332,000   875,000      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ 550,000   $ 2,200,000