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Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) (USD $)
In Thousands, unless otherwise specified |
Sep. 30, 2013
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Dec. 31, 2012
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|---|---|---|
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Derivative Financial Instruments, Assets [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | $ 27,657,236 | $ 9,768,656 |
| Derivative, Fair Value, Net | 544,515 | 462,080 |
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Derivative Financial Instruments, Liabilities [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | 13,709,165 | 14,209,000 |
| Derivative, Fair Value, Net | (73,827) | (129,294) |
|
Forward Contracts [Member]
|
||
| Derivative [Line Items] | ||
| Derivative, Notional Amount | 857,000 | 953,000 |
| Derivative, Cost | 1,057,523 | 1,009,996 |
| Derivative, Market Value | 1,044,784 | 1,011,674 |
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Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | 1,504,000 | 2,414,000 |
| Derivative, Fair Value, Net | 21,896 | 1,917 |
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Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | 4,247,000 | 139,000 |
| Derivative, Fair Value, Net | (34,634) | (239) |
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Forward Contracts [Member] | Long [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | 3,304,000 | 1,753,000 |
| Derivative, Cost | 3,509,122 | 1,867,621 |
| Derivative, Market Value | 3,530,416 | 1,869,112 |
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Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivative [Line Items] | ||
| Derivative, Fair Value, Net | 21,896 | 1,729 |
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Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivative [Line Items] | ||
| Derivative, Fair Value, Net | (601) | (239) |
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Forward Contracts [Member] | Short [Member]
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| Derivative [Line Items] | ||
| Derivative, Notional Amount | (2,447,000) | (800,000) |
| Derivative, Cost | (2,451,599) | (857,625) |
| Derivative, Market Value | (2,485,632) | (857,438) |
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Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivative [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 188 |
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Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivative [Line Items] | ||
| Derivative, Fair Value, Net | $ (34,033) | $ 0 |