Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Notional Disclosures [Abstract]
Derivative, Notional Amount	$ 28,317,580	$ 27,401,335	$ 48,115,523	$ 57,015,981	$ 43,379,217	$ 37,366,610
Inverse Interest-Only Securities [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	172,702		188,592
Notional Disclosures [Abstract]
Derivative, Notional Amount	985,901	1,049,743	1,168,226	1,211,965	1,323,650	1,525,845
Interest Rate Swap [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	14,025,523	16,225,523	18,584,000	27,770,655	23,628,148	19,619,000
Credit Default Swap [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	125,000	125,000	125,000	125,000	125,000	427,073
Interest Rate Swaption [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	10,010,000	9,410,000	12,410,000	7,660,000	11,450,000	5,130,000
Forward Contracts [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	782,000	1,024,000	1,325,000	690,000	372,000	603,000
Options Held [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	1,000,000	0	2,000,000	2,000,000	0	0
Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net			1,530
Notional Disclosures [Abstract]
Derivative, Notional Amount	0	0	14,000,000	18,000,000	6,000,000	10,000,000
Total Return Swap [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	887,964	988,409	598,459	611,985	576,478	49,629
Forward Purchase Commitments [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	501,192	$ 626,660	554,838	$ 326,376	$ 647,941	$ 12,063
Derivative Financial Instruments, Assets [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	296,731		380,791
Notional Disclosures [Abstract]
Derivative, Notional Amount	18,899,975		36,315,523
Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member]
Notional Disclosures [Abstract]
Derivative, Notional Amount	985,901		1,168,226
Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	56,447		55,471
Notional Disclosures [Abstract]
Derivative, Notional Amount	6,014,000		9,569,000
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	57,519		121,591
Notional Disclosures [Abstract]
Derivative, Notional Amount	9,150,000		9,550,000
Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	9,267		10,350
Notional Disclosures [Abstract]
Derivative, Notional Amount	1,332,000		875,000
Derivative Financial Instruments, Assets [Member] | Options Held [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	2		90
Notional Disclosures [Abstract]
Derivative, Notional Amount	1,000,000		2,000,000
Derivative Financial Instruments, Assets [Member] | Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	0		2,013
Notional Disclosures [Abstract]
Derivative, Notional Amount	0		12,000,000
Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	0		1,387
Notional Disclosures [Abstract]
Derivative, Notional Amount	0		598,459
Derivative Financial Instruments, Assets [Member] | Forward Purchase Commitments [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	794		1,297
Notional Disclosures [Abstract]
Derivative, Notional Amount	418,074
Derivative Financial Instruments, Liabilities [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	(81,473)		(90,233)
Notional Disclosures [Abstract]
Derivative, Notional Amount	10,517,605		16,200,000
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	(69,325)		(65,392)
Notional Disclosures [Abstract]
Derivative, Notional Amount	8,011,523		9,015,000
Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	(923)		(1,672)
Notional Disclosures [Abstract]
Derivative, Notional Amount	125,000		125,000
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	(2,355)		(4,999)
Notional Disclosures [Abstract]
Derivative, Notional Amount	860,000		2,860,000
Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	(3,820)		(17,687)
Notional Disclosures [Abstract]
Derivative, Notional Amount	550,000		2,200,000
Derivative Financial Instruments, Liabilities [Member] | Options Held [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] | Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	0		(483)
Notional Disclosures [Abstract]
Derivative, Notional Amount	0		2,000,000
Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	(4,992)		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	887,964		0
Derivative Financial Instruments, Liabilities [Member] | Forward Purchase Commitments [Member]
Derivative, Fair Value, Net [Abstract]
Derivative, Fair Value, Net	(58)		0
Notional Disclosures [Abstract]
Derivative, Notional Amount	$ 83,118		$ 0