Annual report pursuant to Section 13 and 15(d)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

v2.4.0.8
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2013
Dec. 31, 2012
Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net $ 549,859 $ 462,080
Derivative, Notional Amount 30,383,908 9,768,656
Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (22,081) (129,294)
Derivative, Notional Amount 10,876,702 14,209,000
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 221,364 304,975
Derivative, Notional Amount 1,525,845 1,909,351
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount 0 0
Interest Rate Swap [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 25,325 0
Derivative, Notional Amount 19,619,000 0
Interest Rate Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 (129,055)
Derivative, Notional Amount 0 14,070,000
Credit Default Swap [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 52,906
Derivative, Notional Amount 0 438,440
Credit Default Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (18,183) 0
Derivative, Notional Amount 476,702 0
Interest Rate Swaption [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 269,745 102,048
Derivative, Notional Amount 5,130,000 4,950,000
Interest Rate Swaption [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount 0 0
Forward Contracts [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 603,000 953,000
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 33,425 1,917
Derivative, Notional Amount 4,097,000 2,414,000
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (125) (239)
Derivative, Notional Amount 400,000 139,000
Swap [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (3,773)  
Derivative, Notional Amount 10,000,000  
Swap [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0  
Derivative, Notional Amount 0  
Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (3,773)  
Derivative, Notional Amount 10,000,000  
Forward Purchase Commitment [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 234
Derivative, Notional Amount 12,063 56,865
Forward Purchase Commitment [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount $ 0 $ 0