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
|
|
|
|