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Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) (USD $)
In Thousands, unless otherwise specified |
Mar. 31, 2014
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Dec. 31, 2013
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|---|---|---|
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Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | $ 429,419 | $ 549,859 |
| Derivative, Notional Amount | 45,175,522 | 30,383,908 |
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Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | (8,395) | (22,081) |
| Derivative, Notional Amount | 2,894,624 | 10,876,702 |
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Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 212,984 | 221,364 |
| Derivative, Notional Amount | 1,412,374 | 1,525,845 |
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Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Liabilities [Member]
|
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 0 |
| Derivative, Notional Amount | 0 | 0 |
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Interest Rate Swap [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 40,310 | 25,325 |
| Derivative, Notional Amount | 21,663,148 | 19,619,000 |
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Interest Rate Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 0 |
| Derivative, Notional Amount | 0 | 0 |
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Credit Default Swap [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 0 |
| Derivative, Notional Amount | 0 | 0 |
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Credit Default Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | (2,395) | (18,049) |
| Derivative, Notional Amount | 125,000 | 427,073 |
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Interest Rate Swaption [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 164,296 | 269,745 |
| Derivative, Notional Amount | 9,500,000 | 5,130,000 |
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Interest Rate Swaption [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 0 |
| Derivative, Notional Amount | 0 | 0 |
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Forward Contracts [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Notional Amount | (1,022,000) | 603,000 |
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Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 4,331 | 33,425 |
| Derivative, Notional Amount | 1,100,000 | 4,097,000 |
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Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | (5,487) | (125) |
| Derivative, Notional Amount | 2,372,000 | 400,000 |
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Options Held [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 3,627 | |
| Derivative, Notional Amount | 1,500,000 | |
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Options Held [Member] | Derivative Financial Instruments, Liabilities [Member]
|
||
| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | |
| Derivative, Notional Amount | 0 | |
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Swap [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 3,871 | (3,773) |
| Derivative, Notional Amount | 10,000,000 | 10,000,000 |
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Swap [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 3,871 | 0 |
| Derivative, Notional Amount | 10,000,000 | 0 |
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Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | (3,773) |
| Derivative, Notional Amount | 0 | 10,000,000 |
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Total Return Swap [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 0 |
| Derivative, Notional Amount | 0 | 0 |
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Total Return Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | (126) | (134) |
| Derivative, Notional Amount | 243,987 | 49,629 |
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Forward Purchase Commitment [Member] | Derivative Financial Instruments, Assets [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | 0 | 0 |
| Derivative, Notional Amount | 0 | 12,063 |
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Forward Purchase Commitment [Member] | Derivative Financial Instruments, Liabilities [Member]
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| Derivatives, Fair Value [Line Items] | ||
| Derivative, Fair Value, Net | (387) | 0 |
| Derivative, Notional Amount | $ 153,637 | $ 0 |