Quarterly report pursuant to Section 13 or 15(d)

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

v3.3.0.814
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Dec. 31, 2013
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 28,317,580 $ 27,401,335 $ 48,115,523 $ 57,015,981 $ 43,379,217 $ 37,366,610
Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 172,702   188,592      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 985,901 1,049,743 1,168,226 1,211,965 1,323,650 1,525,845
Interest Rate Swap [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 14,025,523 16,225,523 18,584,000 27,770,655 23,628,148 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 10,010,000 9,410,000 12,410,000 7,660,000 11,450,000 5,130,000
Forward Contracts [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 782,000 1,024,000 1,325,000 690,000 372,000 603,000
Options Held [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,000,000 0 2,000,000 2,000,000 0 0
Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net     1,530      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0 0 14,000,000 18,000,000 6,000,000 10,000,000
Total Return Swap [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 887,964 988,409 598,459 611,985 576,478 49,629
Forward Purchase Commitments [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 501,192 $ 626,660 554,838 $ 326,376 $ 647,941 $ 12,063
Derivative Financial Instruments, Assets [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 296,731   380,791      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 18,899,975   36,315,523      
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 985,901   1,168,226      
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 56,447   55,471      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 6,014,000   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 57,519   121,591      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 9,150,000   9,550,000      
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 9,267   10,350      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,332,000   875,000      
Derivative Financial Instruments, Assets [Member] | Options Held [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 2   90      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,000,000   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 0   1,387      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   598,459      
Derivative Financial Instruments, Assets [Member] | Forward Purchase Commitments [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net 794   1,297      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 418,074          
Derivative Financial Instruments, Liabilities [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (81,473)   (90,233)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 10,517,605   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 (69,325)   (65,392)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 8,011,523   9,015,000      
Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (923)   (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 (2,355)   (4,999)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 860,000   2,860,000      
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (3,820)   (17,687)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 550,000   2,200,000      
Derivative Financial Instruments, Liabilities [Member] | Options Held [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] | 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 (4,992)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 887,964   0      
Derivative Financial Instruments, Liabilities [Member] | Forward Purchase Commitments [Member]            
Derivative, Fair Value, Net [Abstract]            
Derivative, Fair Value, Net (58)   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 83,118   $ 0