Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
$ in Thousands |
Sep. 30, 2016 |
Jun. 30, 2016 |
Dec. 31, 2015 |
Sep. 30, 2015 |
Jun. 30, 2015 |
Dec. 31, 2014 |
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ (22,062,904)
|
$ (26,141,370)
|
$ (21,998,381)
|
$ (28,317,580)
|
$ (27,401,335)
|
$ (48,115,523)
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(16,759,324)
|
|
(21,735,997)
|
|
|
|
| Derivative, Fair Value, Net |
199,013
|
|
271,509
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(9,221,580)
|
|
(1,362,384)
|
|
|
|
| Derivative, Fair Value, Net |
(39,918)
|
|
(7,285)
|
|
|
|
| Forward Contracts [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(589,000)
|
$ (337,000)
|
(297,000)
|
$ (782,000)
|
$ (1,024,000)
|
$ (1,325,000)
|
| Derivative, Cost |
633,778
|
|
289,759
|
|
|
|
| Derivative, Market Value |
620,591
|
|
289,509
|
|
|
|
| Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(1,040,000)
|
|
(847,000)
|
|
|
|
| Derivative, Fair Value, Net |
17,527
|
|
1,074
|
|
|
|
| Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(1,629,000)
|
|
(550,000)
|
|
|
|
| Derivative, Fair Value, Net |
(4,340)
|
|
(1,324)
|
|
|
|
| Forward Contracts [Member] | Long [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(1,040,000)
|
|
(847,000)
|
|
|
|
| Derivative, Cost |
1,060,175
|
|
858,572
|
|
|
|
| Derivative, Market Value |
1,077,702
|
|
859,646
|
|
|
|
| Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
17,527
|
|
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 |
(1,629,000)
|
|
(550,000)
|
|
|
|
| Derivative, Cost |
1,693,953
|
|
568,813
|
|
|
|
| Derivative, Market Value |
1,698,293
|
|
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 |
(4,340)
|
|
(1,324)
|
|
|
|
| Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Long [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(1,040,000)
|
|
(847,000)
|
|
|
|
| Interest Rate Risk Associated with the Investment Portfolio [Member] | Forward Contracts [Member] | Short [Member] |
|
|
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ (1,629,000)
|
|
$ (550,000)
|
|
|
|