Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands |
12 Months Ended |
Dec. 31, 2016 |
Dec. 31, 2015 |
Dec. 31, 2014 |
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
$ 21,998,381
|
$ 48,115,523
|
|
| Derivative, Notional Amount, Additions |
29,516,394
|
41,004,147
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
32,712,275
|
67,121,289
|
|
| Derivative, Notional Amount, Ending Balance |
18,802,500
|
21,998,381
|
$ 48,115,523
|
| Derivative, Average Notional Amount |
21,641,836
|
29,925,251
|
|
| Gain (Loss) on Sale of Derivatives |
(12,364)
|
(270,918)
|
|
| Inverse Interest-Only Securities [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
932,037
|
1,168,226
|
|
| Derivative, Notional Amount, Additions |
0
|
12,563
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
191,193
|
248,752
|
|
| Derivative, Notional Amount, Ending Balance |
740,844
|
932,037
|
1,168,226
|
| Derivative, Average Notional Amount |
836,707
|
1,050,906
|
|
| Gain (Loss) on Sale of Derivatives |
0
|
64
|
|
| Interest Rate Swap [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
14,268,806
|
18,584,000
|
|
| Derivative, Notional Amount, Additions |
25,103,456
|
26,868,227
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
19,001,199
|
31,183,421
|
|
| Derivative, Notional Amount, Ending Balance |
20,371,063
|
14,268,806
|
18,584,000
|
| Derivative, Average Notional Amount |
15,506,763
|
16,091,714
|
23,329,504
|
| Gain (Loss) on Sale of Derivatives |
16,032
|
(126,870)
|
|
| Credit Default Swap [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
125,000
|
125,000
|
|
| Derivative, Notional Amount, Additions |
10,000
|
0
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
135,000
|
0
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
125,000
|
125,000
|
| Derivative, Average Notional Amount |
71,257
|
125,000
|
|
| Gain (Loss) on Sale of Derivatives |
1,022
|
0
|
|
| Interest Rate Swaption [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
5,200,000
|
12,410,000
|
|
| Derivative, Notional Amount, Additions |
1,668,000
|
8,550,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
6,643,000
|
15,760,000
|
|
| Derivative, Notional Amount, Ending Balance |
225,000
|
5,200,000
|
12,410,000
|
| Derivative, Average Notional Amount |
2,449,268
|
9,780,027
|
|
| Gain (Loss) on Sale of Derivatives |
(98,016)
|
(99,273)
|
|
| Forward Contracts [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
297,000
|
1,325,000
|
|
| Derivative, Notional Amount, Additions |
10,173,000
|
7,266,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
8,387,000
|
8,888,000
|
|
| Derivative, Notional Amount, Ending Balance |
1,489,000
|
297,000
|
1,325,000
|
| Derivative, Average Notional Amount |
531,866
|
773,381
|
|
| Gain (Loss) on Sale of Derivatives |
57,616
|
(46,835)
|
|
| Options Held [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
2,000,000
|
|
| Derivative, Notional Amount, Additions |
11,260,000
|
1,250,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
12,396,000
|
3,250,000
|
|
| Derivative, Notional Amount, Ending Balance |
1,136,000
|
0
|
2,000,000
|
| Derivative, Average Notional Amount |
2,569,117
|
120,548
|
|
| Gain (Loss) on Sale of Derivatives |
22,288
|
6,331
|
|
| Treasury Lock [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
0
|
|
| Derivative, Notional Amount, Additions |
|
500,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
|
500,000
|
|
| Derivative, Notional Amount, Ending Balance |
|
0
|
0
|
| Derivative, Average Notional Amount |
|
685
|
|
| Gain (Loss) on Sale of Derivatives |
|
(837)
|
|
| Swap [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
0
|
14,000,000
|
|
| Derivative, Notional Amount, Additions |
|
6,000,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
|
20,000,000
|
|
| Derivative, Notional Amount, Ending Balance |
|
0
|
14,000,000
|
| Derivative, Average Notional Amount |
|
2,257,534
|
|
| Gain (Loss) on Sale of Derivatives |
|
7,694
|
|
| Total Return Swap [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
889,418
|
598,459
|
|
| Derivative, Notional Amount, Additions |
99,911
|
1,626,514
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
898,736
|
1,335,555
|
|
| Derivative, Notional Amount, Ending Balance |
90,593
|
889,418
|
598,459
|
| Derivative, Average Notional Amount |
471,028
|
950,206
|
|
| Gain (Loss) on Sale of Derivatives |
(13,374)
|
(11,296)
|
|
| Loan Purchase Commitments [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
286,120
|
554,838
|
|
| Derivative, Notional Amount, Additions |
1,548,027
|
3,512,843
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
1,834,147
|
3,781,561
|
|
| Derivative, Notional Amount, Ending Balance |
0
|
286,120
|
554,838
|
| Derivative, Average Notional Amount |
269,562
|
563,108
|
|
| Gain (Loss) on Sale of Derivatives |
2,068
|
(21)
|
|
| Short US Treasury Securities [Member] |
|
|
|
| Derivative [Line Items] |
|
|
|
| Derivative, Notional Amount, Beginning Balance |
$ 0
|
0
|
|
| Derivative, Notional Amount, Additions |
|
50,000
|
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
|
50,000
|
|
| Derivative, Notional Amount, Ending Balance |
|
0
|
$ 0
|
| Derivative, Average Notional Amount |
|
0
|
|
| Gain (Loss) on Sale of Derivatives |
|
$ 125
|
|