Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands |
Jun. 30, 2016 |
Mar. 31, 2016 |
Dec. 31, 2015 |
Jun. 30, 2015 |
Mar. 31, 2015 |
Dec. 31, 2014 |
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 26,141,370
|
$ 26,390,596
|
$ 21,998,381
|
$ 27,401,335
|
$ 33,709,043
|
$ 48,115,523
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
153,512
|
|
159,582
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
834,866
|
882,726
|
932,037
|
1,049,743
|
1,106,210
|
1,168,226
|
| Interest Rate Swap [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
13,697,000
|
15,425,513
|
14,268,806
|
16,225,523
|
19,929,000
|
18,584,000
|
| Credit Default Swap [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
25,000
|
125,000
|
125,000
|
125,000
|
125,000
|
125,000
|
| Interest Rate Swaption [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,800,000
|
5,200,000
|
5,200,000
|
9,410,000
|
12,960,000
|
12,410,000
|
| Forward Contracts [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
337,000
|
1,637,000
|
297,000
|
1,024,000
|
2,496,000
|
1,325,000
|
| Options Held [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
8,897,000
|
2,000,000
|
0
|
0
|
2,500,000
|
2,000,000
|
| Swap [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
|
|
|
0
|
3,000,000
|
14,000,000
|
| Total Return Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(7,419)
|
|
1,645
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
588,037
|
868,145
|
889,418
|
988,409
|
877,529
|
598,459
|
| Loan Purchase Commitments [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
636,467
|
$ 252,212
|
286,120
|
$ 626,660
|
$ 707,304
|
$ 554,838
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
223,985
|
|
271,509
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
16,940,106
|
|
21,735,997
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
834,866
|
|
932,037
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
23,465
|
|
91,757
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
8,314,000
|
|
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 |
27,559
|
|
17,374
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,600,000
|
|
4,700,000
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
16,597
|
|
1,074
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
1,835,000
|
|
847,000
|
|
|
|
| Derivative Financial Instruments, Assets [Member] | Options Held [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
2,042
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,835,000
|
|
|
|
|
|
| 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 |
810
|
|
77
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
521,240
|
|
98,736
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(160,724)
|
|
(7,285)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
15,145,264
|
|
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 |
(99,366)
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
5,383,000
|
|
0
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(99)
|
|
(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 |
(10,499)
|
|
(4,831)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
800,000
|
|
500,000
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(21,707)
|
|
(1,324)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
2,172,000
|
|
550,000
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(21,564)
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
6,062,000
|
|
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(7,419)
|
|
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
588,037
|
|
0
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Loan Purchase Commitments [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Derivative, Fair Value, Net |
(70)
|
|
(427)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ 115,227
|
|
$ 187,384
|
|
|
|