Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands |
Dec. 31, 2015 |
Dec. 31, 2014 |
Dec. 31, 2013 |
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
$ 21,998,381
|
$ 48,115,523
|
$ 37,366,610
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
271,509
|
380,791
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
21,735,997
|
36,315,523
|
|
| Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(7,285)
|
(90,233)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
1,362,384
|
16,200,000
|
|
| Inverse Interest-Only Securities [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
932,037
|
1,168,226
|
1,525,845
|
| Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
159,582
|
188,592
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
932,037
|
1,168,226
|
|
| Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
0
|
|
| Interest Rate Swap [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
14,268,806
|
18,584,000
|
19,619,000
|
| Interest Rate Swap [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
91,757
|
55,471
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
14,268,806
|
9,569,000
|
|
| Interest Rate Swap [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
(65,392)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
9,015,000
|
|
| Credit Default Swap [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
125,000
|
125,000
|
427,073
|
| Credit Default Swap [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
0
|
|
| Credit Default Swap [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(703)
|
(1,672)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
125,000
|
125,000
|
|
| Interest Rate Swaption [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
5,200,000
|
12,410,000
|
5,130,000
|
| Interest Rate Swaption [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
17,374
|
121,591
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
4,700,000
|
9,550,000
|
|
| Interest Rate Swaption [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(4,831)
|
(4,999)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
500,000
|
2,860,000
|
|
| Forward Contracts [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
297,000
|
1,325,000
|
603,000
|
| Forward Contracts [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
1,074
|
10,350
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
847,000
|
875,000
|
|
| Forward Contracts [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(1,324)
|
(17,687)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
550,000
|
2,200,000
|
|
| Options Held [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
2,000,000
|
0
|
| Options Held [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
90
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
2,000,000
|
|
| Options Held [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
0
|
|
| Swap [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
|
1,530
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
14,000,000
|
10,000,000
|
| Swap [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
2,013
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
12,000,000
|
|
| Swap [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
(483)
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
2,000,000
|
|
| Total Return Swap [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
889,418
|
598,459
|
49,629
|
| Total Return Swap [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
1,645
|
1,387
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
889,418
|
598,459
|
|
| Total Return Swap [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
0
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
0
|
0
|
|
| Loan Purchase Commitments [Member] |
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
286,120
|
554,838
|
$ 12,063
|
| Loan Purchase Commitments [Member] | Derivative Financial Instruments, Assets [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
77
|
1,297
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
98,736
|
|
|
| Loan Purchase Commitments [Member] | Derivative Financial Instruments, Liabilities [Member] |
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
| Derivative, Fair Value, Net |
(427)
|
0
|
|
| Notional Disclosures [Abstract] |
|
|
|
| Derivative, Notional Amount |
$ 187,384
|
$ 0
|
|