|
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) (USD $)
In Thousands, unless otherwise specified
|
Jun. 30, 2014
|
Mar. 31, 2014
|
Dec. 31, 2013
|
Jun. 30, 2013
|
Mar. 31, 2013
|
Dec. 31, 2012
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 43,379,217
|
$ 43,576,146
|
$ 37,366,610
|
$ 44,262,605
|
$ 27,041,328
|
$ 22,377,656
|
|
Inverse Interest-Only Securities [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,323,650
|
1,412,374
|
1,525,845
|
1,798,972
|
1,960,087
|
1,909,351
|
|
Interest Rate Swap [Member]
|
|
|
|
|
|
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| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
23,628,148
|
21,663,148
|
19,619,000
|
18,485,000
|
16,685,000
|
14,070,000
|
|
Credit Default Swap [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
125,000
|
125,000
|
427,073
|
1,630,404
|
437,496
|
438,440
|
|
Interest Rate Swaption [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
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| Derivative, Notional Amount |
11,450,000
|
9,500,000
|
5,130,000
|
6,250,000
|
5,800,000
|
4,950,000
|
|
Forward Contracts [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(372,000)
|
(1,022,000)
|
603,000
|
(2,721,000)
|
2,150,000
|
953,000
|
|
Options Held [Member]
|
|
|
|
|
|
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| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
1,500,000
|
0
|
(210,000)
|
0
|
0
|
|
Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(772)
|
|
(3,773)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
6,000,000
|
10,000,000
|
10,000,000
|
19,000,000
|
0
|
0
|
|
Total Return Swap [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
576,478
|
243,987
|
49,629
|
|
|
|
|
Forward Purchase Commitment [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
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| Derivative, Fair Value, Net |
3,444
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
647,941
|
153,637
|
12,063
|
29,229
|
8,745
|
56,865
|
|
Derivative Financial Instruments, Assets [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
331,601
|
|
549,859
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
38,499,739
|
|
30,383,908
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
207,260
|
|
221,364
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,323,650
|
|
1,525,845
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
4,978
|
|
25,325
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
23,628,148
|
|
19,619,000
|
|
|
|
|
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 |
106,828
|
|
269,745
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
11,450,000
|
|
5,130,000
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
9,063
|
|
33,425
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,450,000
|
|
4,097,000
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Options Held [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
28
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
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| Derivative, Notional Amount |
0
|
|
|
|
|
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Derivative Financial Instruments, Assets [Member] | Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
0
|
|
|
|
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Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
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| Derivative, Fair Value, Net |
0
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
0
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Forward Purchase Commitment [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
|
|
12,063
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(17,097)
|
|
(22,081)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
8,523,478
|
|
10,876,702
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Inverse Interest-Only Securities [Member]
|
|
|
|
|
|
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| 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 |
0
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
0
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(2,081)
|
|
(18,049)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
125,000
|
|
427,073
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [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] | Forward Contracts [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(13,566)
|
|
(125)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,822,000
|
|
400,000
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(772)
|
|
(3,773)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
6,000,000
|
|
10,000,000
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(678)
|
|
(134)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
576,478
|
|
49,629
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Forward Purchase Commitment [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 0
|
|
$ 0
|
|
|
|