Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands |
Sep. 30, 2016 |
Jun. 30, 2016 |
Dec. 31, 2015 |
Sep. 30, 2015 |
Jun. 30, 2015 |
Dec. 31, 2014 |
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 22,062,904
|
$ 26,141,370
|
$ 21,998,381
|
$ 28,317,580
|
$ 27,401,335
|
$ 48,115,523
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
142,597
|
|
159,582
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
784,823
|
834,866
|
932,037
|
985,901
|
1,049,743
|
1,168,226
|
| Interest Rate Swap [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
16,945,430
|
13,697,000
|
14,268,806
|
14,025,523
|
16,225,523
|
18,584,000
|
| Credit Default Swap [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
25,000
|
25,000
|
125,000
|
125,000
|
125,000
|
125,000
|
| Interest Rate Swaption [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
270,000
|
1,800,000
|
5,200,000
|
10,010,000
|
9,410,000
|
12,410,000
|
| Forward Contracts [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
589,000
|
337,000
|
297,000
|
782,000
|
1,024,000
|
1,325,000
|
| Options Held [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
4,469,000
|
8,897,000
|
0
|
1,000,000
|
0
|
2,000,000
|
| Swap [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
|
|
|
0
|
0
|
14,000,000
|
| Total Return Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(752)
|
|
1,645
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
96,248
|
588,037
|
889,418
|
887,964
|
988,409
|
598,459
|
| Loan Purchase Commitments [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
61,403
|
$ 636,467
|
286,120
|
$ 501,192
|
$ 626,660
|
$ 554,838
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
199,013
|
|
271,509
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
16,759,324
|
|
21,735,997
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
784,823
|
|
932,037
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
36,306
|
|
91,757
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
10,338,367
|
|
14,268,806
|
|
|
|
| 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 |
95
|
|
17,374
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
600,000
|
|
4,700,000
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
17,527
|
|
1,074
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,040,000
|
|
847,000
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Options Held [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
2,178
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
3,950,000
|
|
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Total Return Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
1,645
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
0
|
|
889,418
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Loan Purchase Commitments [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
310
|
|
77
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
46,134
|
|
98,736
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(39,918)
|
|
(7,285)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
9,221,580
|
|
1,362,384
|
|
|
|
| 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 |
(27,048)
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
6,607,063
|
|
0
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(52)
|
|
(703)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
25,000
|
|
125,000
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(3,001)
|
|
(4,831)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
330,000
|
|
500,000
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(4,340)
|
|
(1,324)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,629,000
|
|
550,000
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(4,685)
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
519,000
|
|
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(752)
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
96,248
|
|
0
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Loan Purchase Commitments [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(40)
|
|
(427)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 15,269
|
|
$ 187,384
|
|
|
|