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Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2014
Dec. 31, 2013
Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net $ 429,419 $ 549,859
Derivative, Notional Amount 45,175,522 30,383,908
Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (8,395) (22,081)
Derivative, Notional Amount 2,894,624 10,876,702
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 212,984 221,364
Derivative, Notional Amount 1,412,374 1,525,845
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 40,310 25,325
Derivative, Notional Amount 21,663,148 19,619,000
Interest Rate Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount 0 0
Credit Default Swap [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount 0 0
Credit Default Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (2,395) (18,049)
Derivative, Notional Amount 125,000 427,073
Interest Rate Swaption [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 164,296 269,745
Derivative, Notional Amount 9,500,000 5,130,000
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 (1,022,000) 603,000
Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 4,331 33,425
Derivative, Notional Amount 1,100,000 4,097,000
Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (5,487) (125)
Derivative, Notional Amount 2,372,000 400,000
Options Held [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 3,627  
Derivative, Notional Amount 1,500,000  
Options Held [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0  
Derivative, Notional Amount 0  
Swap [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 3,871 (3,773)
Derivative, Notional Amount 10,000,000 10,000,000
Swap [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 3,871 0
Derivative, Notional Amount 10,000,000 0
Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 (3,773)
Derivative, Notional Amount 0 10,000,000
Total Return Swap [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount 0 0
Total Return Swap [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (126) (134)
Derivative, Notional Amount 243,987 49,629
Forward Purchase Commitment [Member] | Derivative Financial Instruments, Assets [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net 0 0
Derivative, Notional Amount 0 12,063
Forward Purchase Commitment [Member] | Derivative Financial Instruments, Liabilities [Member]
   
Derivatives, Fair Value [Line Items]    
Derivative, Fair Value, Net (387) 0
Derivative, Notional Amount $ 153,637 $ 0