Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

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Schedule of Notional Amounts of Derivative Positions (Details) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended 9 Months Ended
Sep. 30, 2014
Sep. 30, 2013
Sep. 30, 2014
Sep. 30, 2013
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance $ 43,379,217 $ 44,262,605 $ 37,366,610 $ 22,377,656
Derivative, Notional Amount, Additions 38,371,670 5,883,999 68,977,405 44,297,444
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (24,734,906) (13,674,203) (49,328,034) (30,202,699)
Derivative, Notional Amount, Ending Balance 57,015,981 36,472,401 57,015,981 36,472,401
Derivative, Average Notional Amount 55,307,546 39,914,904 46,500,488 32,030,322
Gain (Loss) on Sale of Derivatives (49,047) 155,197 (86,237) 110,029
Inverse Interest-Only Securities [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 1,323,650 1,798,972 1,525,845 1,909,351
Derivative, Notional Amount, Additions 0 14,999 0 245,260
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (111,685) (165,735) (313,880) (506,375)
Derivative, Notional Amount, Ending Balance 1,211,965 1,648,236 1,211,965 1,648,236
Derivative, Average Notional Amount 1,261,098 1,735,973 1,367,332 1,850,637
Gain (Loss) on Sale of Derivatives 221 0 414 0
Interest Rate Swap [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 23,628,148 18,485,000 19,619,000 14,070,000
Derivative, Notional Amount, Additions 12,206,450 3,698,000 23,615,598 16,273,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (8,063,943) (4,608,000) (15,463,943) (12,768,000)
Derivative, Notional Amount, Ending Balance 27,770,655 17,575,000 27,770,655 17,575,000
Derivative, Average Notional Amount 28,607,951 19,884,272 23,778,725 17,486,421
Gain (Loss) on Sale of Derivatives 4,197 69,729 1,193 11,036
Credit Default Swap [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 125,000 1,630,404 427,073 438,440
Derivative, Notional Amount, Additions 0 700,000 0 2,000,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 0 (868,239) (302,073) (976,275)
Derivative, Notional Amount, Ending Balance 125,000 1,462,165 125,000 1,462,165
Derivative, Average Notional Amount 125,000 1,525,716 142,940 913,477
Gain (Loss) on Sale of Derivatives 0 (9,937) (13,705) (22,289)
Interest Rate Swaption [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 11,450,000 6,250,000 5,130,000 4,950,000
Derivative, Notional Amount, Additions 2,710,000 230,000 9,860,000 1,830,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (6,500,000) (2,050,000) (7,330,000) (2,350,000)
Derivative, Notional Amount, Ending Balance 7,660,000 4,430,000 7,660,000 4,430,000
Derivative, Average Notional Amount 7,972,500 6,002,717 9,117,546 5,766,300
Gain (Loss) on Sale of Derivatives (49,509) (28,958) (52,905) (32,941)
Forward Contracts [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance (372,000) (2,721,000) 603,000 953,000
Derivative, Notional Amount, Additions (3,316,000) (3,759,000) (6,240,000) 341,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 2,998,000 7,337,000 4,947,000 (437,000)
Derivative, Notional Amount, Ending Balance (690,000) 857,000 (690,000) 857,000
Derivative, Average Notional Amount 830,435 313,902 673,509 608,634
Gain (Loss) on Sale of Derivatives (5,177) 133,399 (19,854) 153,513
Options Held [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 0 (210,000) 0 0
Derivative, Notional Amount, Additions 2,000,000 3,000,000 3,500,000 2,498,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 0 (290,000) (1,500,000) 2,000
Derivative, Notional Amount, Ending Balance 2,000,000 2,500,000 2,000,000 2,500,000
Derivative, Average Notional Amount 336,957 413,043 498,168 95,560
Gain (Loss) on Sale of Derivatives (1,016) (3,187) (6,348) 26,011
Swap [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 6,000,000 19,000,000 10,000,000 0
Derivative, Notional Amount, Additions 24,000,000 2,000,000 36,000,000 21,000,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (12,000,000) (13,000,000) (28,000,000) (13,000,000)
Derivative, Notional Amount, Ending Balance 18,000,000 8,000,000 18,000,000 8,000,000
Derivative, Average Notional Amount 15,032,609 10,032,609 10,219,780 5,225,275
Gain (Loss) on Sale of Derivatives 344 (4,645) 2,771 (4,645)
Total Return Swap [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 576,478   49,629  
Derivative, Notional Amount, Additions 49,669   586,550  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (14,162)   (24,194)  
Derivative, Notional Amount, Ending Balance 611,985   611,985  
Derivative, Average Notional Amount 593,092   381,913  
Gain (Loss) on Sale of Derivatives 0   0  
Short US Treasury Securities [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance     0 0
Derivative, Notional Amount, Additions     (125,000) (400,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise     125,000 400,000
Derivative, Notional Amount, Ending Balance 0 0 0 0
Derivative, Average Notional Amount     458 8,901
Gain (Loss) on Sale of Derivatives     2 (876)
Forward Purchase Commitments [Member]
        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 647,941 29,229 12,063 56,865
Derivative, Notional Amount, Additions 721,551 0 1,780,257 510,184
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (1,043,116) (29,229) (1,465,944) (567,049)
Derivative, Notional Amount, Ending Balance 326,376 0 326,376 0
Derivative, Average Notional Amount 547,904 6,672 320,117 75,117
Gain (Loss) on Sale of Derivatives $ 1,893 $ (1,204) $ 2,195 $ (19,780)