Quarterly report pursuant to Section 13 or 15(d)

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

v3.4.0.3
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Mar. 31, 2015
Dec. 31, 2014
Derivative [Line Items]        
Derivative, Notional Amount $ 26,390,596 $ 21,998,381 $ 33,709,043 $ 48,115,523
Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 17,869,498 21,735,997    
Derivative, Fair Value, Net 197,847 271,509    
Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 9,621,098 1,362,384    
Derivative, Fair Value, Net (77,038) (7,285)    
Forward Contracts [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 1,637,000 297,000 2,496,000 1,325,000
Derivative, Cost (1,663,592) 289,759    
Derivative, Market Value (1,669,821) 289,509    
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 2,187,000 847,000    
Derivative, Fair Value, Net 9,557 1,074    
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 550,000 550,000    
Derivative, Fair Value, Net (3,328) (1,324)    
Forward Contracts [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 2,187,000 847,000    
Derivative, Cost 2,239,170 858,572    
Derivative, Market Value 2,248,727 859,646    
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Fair Value, Net 9,557 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 550,000 550,000    
Derivative, Cost 575,578 568,813    
Derivative, Market Value 578,906 570,137    
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 (3,328) (1,324)    
Options Held [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 2,000,000 0 $ 2,500,000 $ 2,000,000
Derivative, Cost (1,300)      
Options Held [Member] | Derivative Financial Instruments, Assets [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 2,000,000      
Derivative, Fair Value, Net 366      
Options Held [Member] | Derivative Financial Instruments, Liabilities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 0      
Derivative, Fair Value, Net 0      
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 2,187,000 847,000    
Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ 550,000 $ 550,000