Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands |
3 Months Ended |
6 Months Ended |
Jun. 30, 2015 |
Jun. 30, 2014 |
Jun. 30, 2015 |
Jun. 30, 2014 |
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
$ (33,709,043)
|
$ (43,576,146)
|
$ (48,115,523)
|
$ (37,366,610)
|
| Derivative, Notional Amount, Additions |
(11,252,997)
|
(14,770,625)
|
(23,545,264)
|
(30,605,735)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(17,560,705)
|
(14,967,554)
|
(44,259,452)
|
(24,593,128)
|
| Derivative, Notional Amount, Ending Balance |
(27,401,335)
|
(43,379,217)
|
(27,401,335)
|
(43,379,217)
|
| Derivative, Average Notional Amount |
(28,369,326)
|
(43,273,172)
|
(34,416,325)
|
(42,023,975)
|
| Gain (Loss) on Sale of Derivatives |
(85,277)
|
(38,149)
|
(82,382)
|
(37,191)
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(1,106,210)
|
(1,412,374)
|
(1,168,226)
|
(1,525,845)
|
| Derivative, Notional Amount, Additions |
(12,563)
|
0
|
(12,563)
|
0
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(69,030)
|
(88,724)
|
(131,046)
|
(202,195)
|
| Derivative, Notional Amount, Ending Balance |
(1,049,743)
|
(1,323,650)
|
(1,049,743)
|
(1,323,650)
|
| Derivative, Average Notional Amount |
(1,086,760)
|
(1,372,535)
|
(1,112,471)
|
(1,421,330)
|
| Gain (Loss) on Sale of Derivatives |
64
|
0
|
64
|
193
|
| Interest Rate Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(19,929,000)
|
(21,663,148)
|
(18,584,000)
|
(19,619,000)
|
| Derivative, Notional Amount, Additions |
(11,493,227)
|
(8,465,000)
|
(17,113,227)
|
(11,409,148)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(15,196,704)
|
(6,500,000)
|
(19,471,704)
|
(7,400,000)
|
| Derivative, Notional Amount, Ending Balance |
(16,225,523)
|
(23,628,148)
|
(16,225,523)
|
(23,628,148)
|
| Derivative, Average Notional Amount |
(16,681,983)
|
(23,467,489)
|
(17,455,887)
|
(21,324,091)
|
| Gain (Loss) on Sale of Derivatives |
(66,799)
|
(2,983)
|
(67,869)
|
(3,005)
|
| Credit Default Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(125,000)
|
(125,000)
|
(125,000)
|
(427,073)
|
| Derivative, Notional Amount, Additions |
0
|
0
|
0
|
0
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
0
|
0
|
0
|
(302,073)
|
| Derivative, Notional Amount, Ending Balance |
(125,000)
|
(125,000)
|
(125,000)
|
(125,000)
|
| Derivative, Average Notional Amount |
(125,000)
|
(125,000)
|
(125,000)
|
(152,059)
|
| Gain (Loss) on Sale of Derivatives |
0
|
0
|
0
|
(13,705)
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(12,960,000)
|
(9,500,000)
|
(12,410,000)
|
(5,130,000)
|
| Derivative, Notional Amount, Additions |
(1,500,000)
|
(3,250,000)
|
(7,050,000)
|
(7,150,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(5,050,000)
|
1,300,000
|
(10,050,000)
|
830,000
|
| Derivative, Notional Amount, Ending Balance |
(9,410,000)
|
(11,450,000)
|
(9,410,000)
|
(11,450,000)
|
| Derivative, Average Notional Amount |
(10,292,418)
|
(10,412,088)
|
(11,564,972)
|
(9,699,558)
|
| Gain (Loss) on Sale of Derivatives |
(8,053)
|
(2,178)
|
4,793
|
(3,396)
|
| Forward Contracts [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(2,496,000)
|
1,022,000
|
(1,325,000)
|
(603,000)
|
| Derivative, Notional Amount, Additions |
(3,929,000)
|
(2,032,000)
|
(10,862,000)
|
(2,924,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(5,401,000)
|
2,682,000
|
(11,163,000)
|
1,949,000
|
| Derivative, Notional Amount, Ending Balance |
(1,024,000)
|
(372,000)
|
(1,024,000)
|
(372,000)
|
| Derivative, Average Notional Amount |
1,362,451
|
660,308
|
1,739,978
|
593,746
|
| Gain (Loss) on Sale of Derivatives |
(7,482)
|
(26,530)
|
(24,846)
|
(14,677)
|
| Options Held [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
2,500,000
|
(1,500,000)
|
(2,000,000)
|
0
|
| Derivative, Notional Amount, Additions |
0
|
0
|
(250,000)
|
(1,500,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
2,500,000
|
1,500,000
|
(2,250,000)
|
1,500,000
|
| Derivative, Notional Amount, Ending Balance |
0
|
0
|
0
|
0
|
| Derivative, Average Notional Amount |
722,527
|
(901,099)
|
359,116
|
(580,110)
|
| Gain (Loss) on Sale of Derivatives |
10,843
|
(5,332)
|
7,796
|
(5,332)
|
| Treasury Lock [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
|
0
|
|
| Derivative, Notional Amount, Additions |
(500,000)
|
|
(500,000)
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(500,000)
|
|
(500,000)
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
|
0
|
|
| Derivative, Average Notional Amount |
(2,747)
|
|
(1,381)
|
|
| Gain (Loss) on Sale of Derivatives |
(837)
|
|
(837)
|
|
| Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(3,000,000)
|
(10,000,000)
|
(14,000,000)
|
(10,000,000)
|
| Derivative, Notional Amount, Additions |
0
|
(4,000,000)
|
(6,000,000)
|
(12,000,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(3,000,000)
|
(8,000,000)
|
(20,000,000)
|
(16,000,000)
|
| Derivative, Notional Amount, Ending Balance |
0
|
(6,000,000)
|
0
|
(6,000,000)
|
| Derivative, Average Notional Amount |
(384,615)
|
(5,571,429)
|
(4,552,486)
|
(7,773,481)
|
| Gain (Loss) on Sale of Derivatives |
1,310
|
(1,460)
|
7,694
|
2,427
|
| Total Return Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(877,529)
|
(243,987)
|
(598,459)
|
(49,629)
|
| Derivative, Notional Amount, Additions |
(747,910)
|
(339,869)
|
(1,424,543)
|
(536,881)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(637,030)
|
(7,378)
|
(1,034,593)
|
(10,032)
|
| Derivative, Notional Amount, Ending Balance |
(988,409)
|
(576,478)
|
(988,409)
|
(576,478)
|
| Derivative, Average Notional Amount |
(1,201,515)
|
(393,910)
|
(1,039,332)
|
(274,573)
|
| Gain (Loss) on Sale of Derivatives |
(13,130)
|
0
|
(8,928)
|
0
|
| Short US Treasury Securities [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
0
|
0
|
0
|
| Derivative, Notional Amount, Additions |
50,000
|
125,000
|
50,000
|
125,000
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(50,000)
|
(125,000)
|
(50,000)
|
(125,000)
|
| Derivative, Notional Amount, Ending Balance |
0
|
0
|
0
|
0
|
| Derivative, Average Notional Amount |
0
|
(1,374)
|
0
|
(691)
|
| Gain (Loss) on Sale of Derivatives |
125
|
2
|
125
|
2
|
| Forward Purchase Commitments [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(707,304)
|
(153,637)
|
(554,838)
|
(12,063)
|
| Derivative, Notional Amount, Additions |
(978,297)
|
(872,756)
|
(2,106,931)
|
(1,058,706)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(1,058,941)
|
(378,452)
|
(2,035,109)
|
(422,828)
|
| Derivative, Notional Amount, Ending Balance |
(626,660)
|
(647,941)
|
(626,660)
|
(647,941)
|
| Derivative, Average Notional Amount |
(679,266)
|
(367,940)
|
(663,890)
|
(204,336)
|
| Gain (Loss) on Sale of Derivatives |
$ (1,318)
|
$ 332
|
$ (374)
|
$ 302
|