Derivative Instruments and Hedging Activities Interest Rate Sensitive Assets/Liabilities (Details) (USD $)
In Thousands, unless otherwise specified |
Dec. 31, 2013
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Dec. 31, 2012
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Derivatives, Fair Value [Line Items] | ||
Available-for-sale Securities, Interest-only | $ 75,575 | $ 77,342 |
Derivative Financial Instruments, Assets [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Notional Amount | 30,383,908 | 9,768,656 |
Derivative, Fair Value, Net | 549,859 | 462,080 |
Forward Contracts [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Notional Amount | 603,000 | 953,000 |
Derivative, Cost | 790,392 | 1,009,996 |
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Notional Amount | 4,097,000 | 2,414,000 |
Derivative, Fair Value, Net | 33,425 | 1,917 |
Forward Purchase Commitment [Member] | Derivative Financial Instruments, Assets [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Notional Amount | 12,063 | 56,865 |
Derivative, Fair Value, Net | 0 | 234 |
Long [Member]
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Derivatives, Fair Value [Line Items] | ||
Agency To-be-Announced Securities, Notional Amount, Mitigate Prepayment Exposure | 400,000 | 1,753,000 |
Long [Member] | Forward Contracts [Member]
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Derivatives, Fair Value [Line Items] | ||
Agency To-be-Announced Securities, Notional Amount, Non-Risk Management | 2,150,000 | |
Derivative, Notional Amount | 2,550,000 | 1,753,000 |
Derivative, Cost | 2,749,648 | 1,867,621 |
Long [Member] | Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Fair Value, Net | 17,771 | 1,729 |
Short [Member]
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Derivatives, Fair Value [Line Items] | ||
Agency To-be-Announced Securities, Notional Amount, Mitigate Prepayment Exposure | 1,947,000 | 800,000 |
Short [Member] | Forward Contracts [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Notional Amount | 1,947,000 | 800,000 |
Derivative, Cost | (1,959,256) | (857,625) |
Short [Member] | Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
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Derivatives, Fair Value [Line Items] | ||
Derivative, Fair Value, Net | $ 15,654 | $ 188 |
X | ||||||||||
- Definition
Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Notional amount of Agency To-be-Announced securities ("TBAs"), which are forward derivative contracts consisting of pools of mortgages with specific investment terms to be issued by GSEs at a future date, utilized as a means to mitigate exposure to increased prepayment speeds as of the balance sheet date. No definition available.
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- Definition
Notional amount of Agency To-be-Announced securities ("TBAs"), which are forward derivative contracts consisting of pools of mortgages with specific investment terms to be issued by GSEs at a future date, utitlized for non-risk management purposes as of the balance sheet date. No definition available.
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- Definition
This item represents investments in interest-only debt and equity securities in place to economically hedge investment securities, which are categorized neither as held-to-maturity nor trading. No definition available.
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- Definition
Cost (or upfront payable/receivable) as of the balance sheet date of the derivative or group of derivatives. No definition available.
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- Definition
Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Details
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