Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands |
12 Months Ended |
Dec. 31, 2015 |
Dec. 31, 2014 |
Dec. 31, 2013 |
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
$ 48,115,523
|
$ 37,366,610
|
|
| Derivative, Notional Amount, Additions |
41,004,147
|
83,937,800
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
67,121,289
|
73,188,887
|
|
| Derivative, Notional Amount, Ending Balance |
21,998,381
|
48,115,523
|
$ 37,366,610
|
| Derivative, Average Notional Amount |
29,925,251
|
48,367,024
|
|
| Gain (Loss) on Sale of Derivatives |
(270,918)
|
(111,750)
|
|
| Inverse Interest-Only Securities [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
1,168,226
|
1,525,845
|
|
| Derivative, Notional Amount, Additions |
12,563
|
29,372
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
248,752
|
386,991
|
|
| Derivative, Notional Amount, Ending Balance |
932,037
|
1,168,226
|
1,525,845
|
| Derivative, Average Notional Amount |
1,050,906
|
1,324,581
|
|
| Gain (Loss) on Sale of Derivatives |
64
|
414
|
|
| Interest Rate Swap [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
18,584,000
|
19,619,000
|
|
| Derivative, Notional Amount, Additions |
26,868,227
|
24,215,598
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
31,183,421
|
25,250,598
|
|
| Derivative, Notional Amount, Ending Balance |
14,268,806
|
18,584,000
|
19,619,000
|
| Derivative, Average Notional Amount |
16,091,714
|
23,329,504
|
16,965,918
|
| Gain (Loss) on Sale of Derivatives |
(126,870)
|
(803)
|
|
| Credit Default Swap [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
125,000
|
427,073
|
|
| Derivative, Notional Amount, Additions |
0
|
0
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
0
|
302,073
|
|
| Derivative, Notional Amount, Ending Balance |
125,000
|
125,000
|
427,073
|
| Derivative, Average Notional Amount |
125,000
|
138,418
|
|
| Gain (Loss) on Sale of Derivatives |
0
|
(13,705)
|
|
| Interest Rate Swaption [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
12,410,000
|
5,130,000
|
|
| Derivative, Notional Amount, Additions |
8,550,000
|
15,860,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
15,760,000
|
8,580,000
|
|
| Derivative, Notional Amount, Ending Balance |
5,200,000
|
12,410,000
|
5,130,000
|
| Derivative, Average Notional Amount |
9,780,027
|
9,460,438
|
|
| Gain (Loss) on Sale of Derivatives |
(99,273)
|
(54,586)
|
|
| Forward Contracts [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
1,325,000
|
603,000
|
|
| Derivative, Notional Amount, Additions |
(7,266,000)
|
(10,882,000)
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(8,888,000)
|
(8,954,000)
|
|
| Derivative, Notional Amount, Ending Balance |
297,000
|
1,325,000
|
603,000
|
| Derivative, Average Notional Amount |
(773,381)
|
827,140
|
|
| Gain (Loss) on Sale of Derivatives |
(46,835)
|
(33,985)
|
|
| Short US Treasury Securities [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
0
|
|
| Derivative, Notional Amount, Additions |
(50,000)
|
(125,000)
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(50,000)
|
(125,000)
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
0
|
0
|
| Derivative, Average Notional Amount |
0
|
342
|
|
| Gain (Loss) on Sale of Derivatives |
125
|
2
|
|
| Options Held [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
2,000,000
|
0
|
|
| Derivative, Notional Amount, Additions |
1,250,000
|
5,500,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
3,250,000
|
3,500,000
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
2,000,000
|
0
|
| Derivative, Average Notional Amount |
(120,548)
|
772,603
|
|
| Gain (Loss) on Sale of Derivatives |
6,331
|
(13,555)
|
|
| Treasury Lock [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
0
|
|
| Derivative, Notional Amount, Additions |
500,000
|
0
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(500,000)
|
0
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
0
|
0
|
| Derivative, Average Notional Amount |
685
|
0
|
|
| Gain (Loss) on Sale of Derivatives |
(837)
|
0
|
|
| Swap [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
14,000,000
|
10,000,000
|
|
| Derivative, Notional Amount, Additions |
6,000,000
|
46,000,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
20,000,000
|
42,000,000
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
14,000,000
|
10,000,000
|
| Derivative, Average Notional Amount |
2,257,534
|
11,715,068
|
|
| Gain (Loss) on Sale of Derivatives |
7,694
|
1,037
|
|
| Total Return Swap [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
598,459
|
49,629
|
|
| Derivative, Notional Amount, Additions |
1,626,514
|
586,550
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
1,335,555
|
37,720
|
|
| Derivative, Notional Amount, Ending Balance |
889,418
|
598,459
|
49,629
|
| Derivative, Average Notional Amount |
950,206
|
437,604
|
|
| Gain (Loss) on Sale of Derivatives |
(11,296)
|
0
|
|
| Loan Purchase Commitments [Member] |
|
|
|
| Derivatives, Fair Value [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
554,838
|
12,063
|
|
| Derivative, Notional Amount, Additions |
3,512,843
|
2,753,280
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
3,781,561
|
2,210,505
|
|
| Derivative, Notional Amount, Ending Balance |
286,120
|
554,838
|
$ 12,063
|
| Derivative, Average Notional Amount |
563,108
|
361,326
|
|
| Gain (Loss) on Sale of Derivatives |
$ (21)
|
$ 3,431
|
|