Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands |
Mar. 31, 2017 |
Dec. 31, 2016 |
Mar. 31, 2016 |
Dec. 31, 2015 |
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
$ 15,935,535
|
$ 18,802,500
|
$ 26,390,596
|
$ 21,998,381
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
114,290
|
127,843
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
698,826
|
740,844
|
882,726
|
932,037
|
| Interest Rate Swap [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
18,252,440
|
20,371,063
|
15,425,513
|
14,268,806
|
| Credit Default Swap [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
|
|
125,000
|
125,000
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
3,880,000
|
225,000
|
5,200,000
|
5,200,000
|
| Forward Contracts [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
993,000
|
1,489,000
|
1,637,000
|
297,000
|
| Options Held [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
1,770,000
|
1,136,000
|
2,000,000
|
0
|
| Total Return Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(714)
|
(17)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
87,269
|
90,593
|
868,145
|
889,418
|
| Loan Purchase Commitments [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
|
|
$ 252,212
|
$ 286,120
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
253,564
|
324,182
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
21,576,266
|
21,708,907
|
|
|
| Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
698,826
|
740,844
|
|
|
| Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
129,717
|
109,531
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
18,052,440
|
18,471,063
|
|
|
| Derivative Financial Instruments, Assets [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
9,557
|
39,881
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
2,825,000
|
825,000
|
|
|
| Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
0
|
4,294
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
0
|
536,000
|
|
|
| Derivative Financial Instruments, Assets [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
0
|
42,633
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
0
|
1,136,000
|
|
|
| Derivative Financial Instruments, Assets [Member] | Total Return Swap [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] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(20,363)
|
(12,501)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
4,105,269
|
3,543,593
|
|
|
| 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 |
(712)
|
(495)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
200,000
|
1,900,000
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(3,831)
|
(1,645)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
1,055,000
|
600,000
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(8,103)
|
(10,344)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
993,000
|
953,000
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(7,003)
|
0
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
1,770,000
|
0
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(714)
|
(17)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
$ 87,269
|
$ 90,593
|
|
|