|
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) (USD $)
In Thousands, unless otherwise specified
|
Sep. 30, 2014
|
Jun. 30, 2014
|
Dec. 31, 2013
|
Sep. 30, 2013
|
Jun. 30, 2013
|
Dec. 31, 2012
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 57,015,981
|
$ 43,379,217
|
$ 37,366,610
|
$ 36,472,401
|
$ 44,262,605
|
$ 22,377,656
|
|
Inverse Interest-Only Securities [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,211,965
|
1,323,650
|
1,525,845
|
1,648,236
|
1,798,972
|
1,909,351
|
|
Interest Rate Swap [Member]
|
|
|
|
|
|
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| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
27,770,655
|
23,628,148
|
19,619,000
|
17,575,000
|
18,485,000
|
14,070,000
|
|
Credit Default Swap [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
125,000
|
125,000
|
427,073
|
1,462,165
|
1,630,404
|
438,440
|
|
Interest Rate Swaption [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
7,660,000
|
11,450,000
|
5,130,000
|
4,430,000
|
6,250,000
|
4,950,000
|
|
Forward Contracts [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(690,000)
|
(372,000)
|
603,000
|
857,000
|
(2,721,000)
|
953,000
|
|
Options Held [Member]
|
|
|
|
|
|
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| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,000,000
|
0
|
0
|
2,500,000
|
(210,000)
|
0
|
|
Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
190
|
|
(3,773)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
18,000,000
|
6,000,000
|
10,000,000
|
8,000,000
|
19,000,000
|
0
|
|
Total Return Swap [Member]
|
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
611,985
|
576,478
|
49,629
|
|
|
|
|
Forward Purchase Commitments [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
104
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
326,376
|
647,941
|
12,063
|
0
|
29,229
|
56,865
|
|
Derivative Financial Instruments, Assets [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
353,893
|
|
549,859
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
60,460,981
|
|
30,383,908
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
188,701
|
|
221,364
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,211,965
|
|
1,525,845
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
62,560
|
|
25,325
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
27,770,655
|
|
19,619,000
|
|
|
|
|
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 |
94,388
|
|
269,745
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
7,660,000
|
|
5,130,000
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
4,101
|
|
33,425
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,880,000
|
|
4,097,000
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Options Held [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
3,410
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
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| Derivative, Notional Amount |
2,000,000
|
|
|
|
|
|
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Derivative Financial Instruments, Assets [Member] | Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
190
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
18,000,000
|
|
0
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
439
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
611,985
|
|
0
|
|
|
|
|
Derivative Financial Instruments, Assets [Member] | Forward Purchase Commitments [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
|
|
12,063
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member]
|
|
|
|
|
|
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| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(4,221)
|
|
(22,081)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,315,000
|
|
10,876,702
|
|
|
|
|
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 |
0
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
0
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(1,825)
|
|
(18,049)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
125,000
|
|
427,073
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [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] | Forward Contracts [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(2,396)
|
|
(125)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,190,000
|
|
400,000
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Options Held [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
(3,773)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
10,000,000
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
(134)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
49,629
|
|
|
|
|
Derivative Financial Instruments, Liabilities [Member] | Forward Purchase Commitments [Member]
|
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 0
|
|
$ 0
|
|
|
|