Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

v2.4.0.8
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) (USD $)
In Thousands, unless otherwise specified
Sep. 30, 2013
Dec. 31, 2012
Derivative Financial Instruments, Assets [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount $ 27,657,236 $ 9,768,656
Derivative, Fair Value, Net 544,515 462,080
Derivative Financial Instruments, Liabilities [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount 13,709,165 14,209,000
Derivative, Fair Value, Net (73,827) (129,294)
Forward Contracts [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount 857,000 953,000
Derivative, Cost 1,057,523 1,009,996
Derivative, Market Value 1,044,784 1,011,674
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount 1,504,000 2,414,000
Derivative, Fair Value, Net 21,896 1,917
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount 4,247,000 139,000
Derivative, Fair Value, Net (34,634) (239)
Forward Contracts [Member] | Long [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount 3,304,000 1,753,000
Derivative, Cost 3,509,122 1,867,621
Derivative, Market Value 3,530,416 1,869,112
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivative [Line Items]    
Derivative, Fair Value, Net 21,896 1,729
Forward Contracts [Member] | Long [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivative [Line Items]    
Derivative, Fair Value, Net (601) (239)
Forward Contracts [Member] | Short [Member]
   
Derivative [Line Items]    
Derivative, Notional Amount (2,447,000) (800,000)
Derivative, Cost (2,451,599) (857,625)
Derivative, Market Value (2,485,632) (857,438)
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivative [Line Items]    
Derivative, Fair Value, Net 0 188
Forward Contracts [Member] | Short [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivative [Line Items]    
Derivative, Fair Value, Net $ (34,033) $ 0