Quarterly report pursuant to Section 13 or 15(d)

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

v3.7.0.1
Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Mar. 31, 2016
Dec. 31, 2015
Derivatives, Fair Value [Line Items]        
Interest Receivable $ 76,104 $ 62,751    
Derivative, Notional Amount 15,935,535 18,802,500 $ 26,390,596 $ 21,998,381
Derivative Financial Instruments, Assets [Member]        
Derivatives, Fair Value [Line Items]        
Derivative, Fair Value, Net 253,564 324,182    
Derivative, Notional Amount 21,576,266 21,708,907    
Inverse Interest-Only Securities [Member]        
Derivatives, Fair Value [Line Items]        
Derivative, Fair Value, Net 114,290 127,843    
Interest Receivable 1,129 1,244    
Derivative, Notional Amount 698,826 740,844 $ 882,726 $ 932,037
Derivative, Unamortized Premium 0 0    
Derivative, Designated Credit Reserve 0 0    
Derivative, Net, Unamortized (595,408) (631,082)    
Derivative, Amortized Cost Basis 103,418 109,762    
Derivative, Gross Unrealized Gains 11,765 18,389    
Derivative, Gross Unrealized Losses (2,021) (1,552)    
Derivative, Carrying Value 113,162 126,599    
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]        
Derivatives, Fair Value [Line Items]        
Derivative, Notional Amount $ 698,826 $ 740,844