Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details)

v2.4.0.8
Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) (USD $)
In Thousands, unless otherwise specified
 9 Months Ended
Sep. 30, 2013
Sep. 30, 2014
Jun. 30, 2014
Dec. 31, 2013
Jun. 30, 2013
Dec. 31, 2012
Derivatives, Fair Value [Line Items]            
Interest Receivable   $ 52,605   $ 50,303    
Reduction of Mangement Fees 4,340          
Derivative, Notional Amount 36,472,401 57,015,981 43,379,217 37,366,610 44,262,605 22,377,656
Derivative Financial Instruments, Assets [Member]
            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net   353,893   549,859    
Derivative, Notional Amount   60,460,981   30,383,908    
Inverse Interest-Only Securities [Member]
            
Derivatives, Fair Value [Line Items]            
Interest Receivable   2,303   2,855    
Derivative, Notional Amount 1,648,236 1,211,965 1,323,650 1,525,845 1,798,972 1,909,351
Derivative, Unamortized Premium   0   0    
Derivative, Designated Credit Reserve   0   0    
Derivative, Net, Unamortized   (1,029,960)   (1,292,785)    
Derivative, Amortized Cost Basis   182,005   233,060    
Derivative, Gross Unrealized Gains   10,589   5,891    
Derivative, Gross Unrealized Losses   (6,196)   (20,442)    
Derivative, Carrying Value   186,398   218,509    
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]
            
Derivatives, Fair Value [Line Items]            
Derivative, Fair Value, Net   188,701   221,364    
Derivative, Notional Amount   $ 1,211,965   $ 1,525,845