Quarterly report pursuant to Section 13 or 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
 3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ (19,131) $ (6,337) $ (133,318) $ (174,217)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (16,891) (522) (45,671) 26,369
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (3,405) (6,226) (22,467) (51,259)
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 (12,349) (24,394) (62,080) (18,397)
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 (134) (6,550) (821) (41,541)
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 (18) 0 364
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 1,506 1,288 2,631 22,003
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 0 107 0 2,455
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 (5,280) (18,381) 22,813 131,465
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 $ 17,422 $ 48,359 $ (27,723) $ (245,676)