Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

v3.2.0.727
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands
Jun. 30, 2015
Mar. 31, 2015
Dec. 31, 2014
Jun. 30, 2014
Mar. 31, 2014
Dec. 31, 2013
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 27,401,335 $ 33,709,043 $ 48,115,523 $ 43,379,217 $ 43,576,146 $ 37,366,610
Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,049,743 1,106,210 1,168,226 1,323,650 1,412,374 1,525,845
Interest Rate Swap [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 16,225,523 19,929,000 18,584,000 23,628,148 21,663,148 19,619,000
Credit Default Swap [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 125,000 125,000 125,000 125,000 125,000 427,073
Interest Rate Swaption [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 9,410,000 12,960,000 12,410,000 11,450,000 9,500,000 5,130,000
Forward Contracts [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,024,000 2,496,000 1,325,000 372,000 (1,022,000) 603,000
Options Held [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0 (2,500,000) 2,000,000 0 1,500,000 0
Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net     1,530      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0 3,000,000 14,000,000 6,000,000 10,000,000 10,000,000
Total Return Swap [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 988,409 877,529 598,459 576,478 243,987 49,629
Forward Purchase Commitments [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 626,660 $ 707,304 554,838 $ 647,941 $ 153,637 $ 12,063
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 347,322   380,791      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 26,416,319   36,315,523      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 178,848   188,592      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,049,743   1,168,226      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 46,935   55,471      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 14,325,523   9,569,000      
Derivative Financial Instruments, Assets [Member] | Credit Default Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 120,707   121,591      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 10,050,000   9,550,000      
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 0   10,350      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   875,000      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 0   90      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   2,000,000      
Derivative Financial Instruments, Assets [Member] | Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 0   2,013      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   12,000,000      
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 725   1,387      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 855,872   598,459      
Derivative Financial Instruments, Assets [Member] | Forward Purchase Commitments [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 107   1,297      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 135,181          
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (22,475)   (90,233)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 4,723,016   16,200,000      
Derivative Financial Instruments, Liabilities [Member] | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (1,402)   (65,392)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,900,000   9,015,000      
Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (1,164)   (1,672)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 125,000   125,000      
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (11,887)   (4,999)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 640,000   2,860,000      
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (5,187)   (17,687)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,434,000   2,200,000      
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (105)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative Financial Instruments, Liabilities [Member] | Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 0   (483)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   2,000,000      
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (134)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 132,537   0      
Derivative Financial Instruments, Liabilities [Member] | Forward Purchase Commitments [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (2,596)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 491,479   $ 0