Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands |
Dec. 31, 2016 |
Dec. 31, 2015 |
Dec. 31, 2014 |
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
$ 18,802,500
|
$ 21,998,381
|
$ 48,115,523
|
| Inverse Interest-Only Securities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
127,843
|
159,582
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
740,844
|
932,037
|
1,168,226
|
| Interest Rate Swap [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
20,371,063
|
14,268,806
|
18,584,000
|
| Credit Default Swap [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
125,000
|
125,000
|
| Interest Rate Swaption [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
225,000
|
5,200,000
|
12,410,000
|
| Forward Contracts [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
1,489,000
|
297,000
|
1,325,000
|
| Options Held [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
1,136,000
|
0
|
2,000,000
|
| Swap [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
|
0
|
14,000,000
|
| Total Return Swap [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(17)
|
1,645
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
90,593
|
889,418
|
598,459
|
| Loan Purchase Commitments [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
286,120
|
$ 554,838
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
324,182
|
271,509
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
21,708,907
|
21,735,997
|
|
| Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
740,844
|
932,037
|
|
| Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
109,531
|
91,757
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
18,471,063
|
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 |
39,881
|
17,374
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
825,000
|
4,700,000
|
|
| Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
4,294
|
1,074
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
536,000
|
847,000
|
|
| Derivative Financial Instruments, Assets [Member] | Options Held [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
42,633
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
1,136,000
|
|
|
| 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 |
0
|
77
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
98,736
|
|
| Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(12,501)
|
(7,285)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
3,543,593
|
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 |
(495)
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
1,900,000
|
0
|
|
| Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
(703)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
125,000
|
|
| Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(1,645)
|
(4,831)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
600,000
|
500,000
|
|
| Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(10,344)
|
(1,324)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
953,000
|
550,000
|
|
| Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(17)
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
90,593
|
0
|
|
| Derivative Financial Instruments, Liabilities [Member] | Loan Purchase Commitments [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
(427)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
$ 0
|
$ 187,384
|
|