Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands |
3 Months Ended |
6 Months Ended |
Jun. 30, 2016 |
Jun. 30, 2015 |
Jun. 30, 2016 |
Jun. 30, 2015 |
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
$ (26,390,596)
|
$ (33,709,043)
|
$ (21,998,381)
|
$ (48,115,523)
|
| Derivative, Notional Amount, Additions |
(15,731,304)
|
(11,252,997)
|
(31,277,266)
|
(23,545,264)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(15,980,530)
|
(17,560,705)
|
(27,134,277)
|
(44,259,452)
|
| Derivative, Notional Amount, Ending Balance |
(26,141,370)
|
(27,401,335)
|
(26,141,370)
|
(27,401,335)
|
| Derivative, Average Notional Amount |
(24,908,389)
|
(28,369,326)
|
(23,741,682)
|
(34,416,325)
|
| Gain (Loss) on Sale of Derivatives |
(42,348)
|
(85,277)
|
8,109
|
(82,382)
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(882,726)
|
(1,106,210)
|
(932,037)
|
(1,168,226)
|
| Derivative, Notional Amount, Additions |
0
|
(12,563)
|
0
|
(12,563)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(47,860)
|
(69,030)
|
(97,171)
|
(131,046)
|
| Derivative, Notional Amount, Ending Balance |
(834,866)
|
(1,049,743)
|
(834,866)
|
(1,049,743)
|
| Derivative, Average Notional Amount |
(860,864)
|
(1,086,760)
|
(885,121)
|
(1,112,471)
|
| Gain (Loss) on Sale of Derivatives |
0
|
64
|
0
|
64
|
| Interest Rate Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(15,425,513)
|
(19,929,000)
|
(14,268,806)
|
(18,584,000)
|
| Derivative, Notional Amount, Additions |
(5,264,513)
|
(11,493,227)
|
(12,102,026)
|
(17,113,227)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(6,993,026)
|
(15,196,704)
|
(12,673,832)
|
(19,471,704)
|
| Derivative, Notional Amount, Ending Balance |
(13,697,000)
|
(16,225,523)
|
(13,697,000)
|
(16,225,523)
|
| Derivative, Average Notional Amount |
(14,806,049)
|
(16,681,983)
|
(14,880,324)
|
(17,455,887)
|
| Gain (Loss) on Sale of Derivatives |
(26,297)
|
(66,799)
|
6,302
|
(67,869)
|
| Credit Default Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(125,000)
|
(125,000)
|
(125,000)
|
(125,000)
|
| Derivative, Notional Amount, Additions |
0
|
0
|
(10,000)
|
0
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(100,000)
|
0
|
(110,000)
|
0
|
| Derivative, Notional Amount, Ending Balance |
(25,000)
|
(125,000)
|
(25,000)
|
(125,000)
|
| Derivative, Average Notional Amount |
(112,912)
|
(125,000)
|
(119,670)
|
(125,000)
|
| Gain (Loss) on Sale of Derivatives |
0
|
0
|
412
|
0
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(5,200,000)
|
(12,960,000)
|
(5,200,000)
|
(12,410,000)
|
| Derivative, Notional Amount, Additions |
(600,000)
|
(1,500,000)
|
(2,600,000)
|
(7,050,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(4,000,000)
|
(5,050,000)
|
(6,000,000)
|
(10,050,000)
|
| Derivative, Notional Amount, Ending Balance |
(1,800,000)
|
(9,410,000)
|
(1,800,000)
|
(9,410,000)
|
| Derivative, Average Notional Amount |
(4,174,725)
|
(10,292,418)
|
(4,695,604)
|
(11,564,972)
|
| Gain (Loss) on Sale of Derivatives |
(28,819)
|
(8,053)
|
(30,789)
|
4,793
|
| Forward Contracts [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(1,637,000)
|
(2,496,000)
|
(297,000)
|
(1,325,000)
|
| Derivative, Notional Amount, Additions |
(121,000)
|
(3,929,000)
|
(4,436,000)
|
(10,862,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(2,095,000)
|
(5,401,000)
|
(5,070,000)
|
(11,163,000)
|
| Derivative, Notional Amount, Ending Balance |
(337,000)
|
(1,024,000)
|
(337,000)
|
(1,024,000)
|
| Derivative, Average Notional Amount |
(189,231)
|
(1,362,451)
|
(171,220)
|
(1,739,978)
|
| Gain (Loss) on Sale of Derivatives |
12,901
|
(7,482)
|
31,751
|
(24,846)
|
| Options Held [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(2,000,000)
|
(2,500,000)
|
0
|
(2,000,000)
|
| Derivative, Notional Amount, Additions |
(8,897,000)
|
0
|
(10,897,000)
|
(250,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(2,000,000)
|
(2,500,000)
|
(2,000,000)
|
(2,250,000)
|
| Derivative, Notional Amount, Ending Balance |
(8,897,000)
|
0
|
(8,897,000)
|
0
|
| Derivative, Average Notional Amount |
(3,557,242)
|
(722,527)
|
(1,819,830)
|
(359,116)
|
| Gain (Loss) on Sale of Derivatives |
(1,348)
|
10,843
|
(1,348)
|
7,796
|
| Treasury Lock [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
|
0
|
|
0
|
| Derivative, Notional Amount, Additions |
|
(500,000)
|
|
(500,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
|
(500,000)
|
|
(500,000)
|
| Derivative, Notional Amount, Ending Balance |
|
0
|
|
0
|
| Derivative, Average Notional Amount |
|
(2,747)
|
|
(1,381)
|
| Gain (Loss) on Sale of Derivatives |
|
(837)
|
|
(837)
|
| Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
|
(3,000,000)
|
|
(14,000,000)
|
| Derivative, Notional Amount, Additions |
|
0
|
|
(6,000,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
|
(3,000,000)
|
|
(20,000,000)
|
| Derivative, Notional Amount, Ending Balance |
|
0
|
|
0
|
| Derivative, Average Notional Amount |
|
(384,615)
|
|
(4,552,486)
|
| Gain (Loss) on Sale of Derivatives |
|
1,310
|
|
7,694
|
| Total Return Swap [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(868,145)
|
(877,529)
|
(889,418)
|
(598,459)
|
| Derivative, Notional Amount, Additions |
0
|
(747,910)
|
0
|
(1,424,543)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(280,108)
|
(637,030)
|
(301,381)
|
(1,034,593)
|
| Derivative, Notional Amount, Ending Balance |
(588,037)
|
(988,409)
|
(588,037)
|
(988,409)
|
| Derivative, Average Notional Amount |
(811,749)
|
(1,201,515)
|
(843,242)
|
(1,039,332)
|
| Gain (Loss) on Sale of Derivatives |
523
|
(13,130)
|
523
|
(8,928)
|
| Loan Purchase Commitments [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
(252,212)
|
(707,304)
|
(286,120)
|
(554,838)
|
| Derivative, Notional Amount, Additions |
(848,791)
|
(978,297)
|
(1,232,240)
|
(2,106,931)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
(464,536)
|
(1,058,941)
|
(881,893)
|
(2,035,109)
|
| Derivative, Notional Amount, Ending Balance |
(636,467)
|
(626,660)
|
(636,467)
|
(626,660)
|
| Derivative, Average Notional Amount |
(395,617)
|
(679,266)
|
(326,671)
|
(663,890)
|
| Gain (Loss) on Sale of Derivatives |
$ 692
|
(1,318)
|
$ 1,258
|
(374)
|
| Short US Treasury Securities [Member] |
|
|
|
|
| Derivative [Line Items] |
|
|
|
|
| Derivative, Notional Amount, Beginning Balance |
|
0
|
|
0
|
| Derivative, Notional Amount, Additions |
|
(50,000)
|
|
(50,000)
|
| Derivative, Notional Amount, Settlement Termination Expiration or Exercise |
|
(50,000)
|
|
(50,000)
|
| Derivative, Notional Amount, Ending Balance |
|
0
|
|
0
|
| Derivative, Average Notional Amount |
|
0
|
|
0
|
| Gain (Loss) on Sale of Derivatives |
|
$ 125
|
|
$ 125
|