Quarterly report pursuant to Section 13 or 15(d)

Schedule of Average Notional Amounts of Derivative Positions (Details)

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Schedule of Average Notional Amounts of Derivative Positions (Details) (USD $)
In Thousands, unless otherwise specified
 3 Months Ended
Mar. 31, 2014
Mar. 31, 2013
Inverse Interest-Only Securities [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount $ 1,470,667  
Derivative Liability, Average Notional Amount 0  
Interest Rate Swap [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 19,156,878 14,854,500
Derivative Liability, Average Notional Amount 0  
Credit Default Swap [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 0  
Derivative Liability, Average Notional Amount 179,418  
Interest Rate Swaption [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 8,979,111  
Derivative Liability, Average Notional Amount 0  
Forward Contracts [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 1,289,500  
Derivative Liability, Average Notional Amount 1,815,944  
Options Held [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 255,556  
Derivative Liability, Average Notional Amount 0  
Swap [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 10,000,000  
Derivative Liability, Average Notional Amount 0  
Total Return Swap [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 0  
Derivative Liability, Average Notional Amount 153,910  
Forward Purchase Commitment [Member]
    
Derivatives, Fair Value [Line Items]    
Derivative Asset, Average Notional Amount 0  
Derivative Liability, Average Notional Amount $ 38,913