Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

v3.7.0.1
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments $ 9,927 $ (125,484)
Derivative Instruments, Gain (Loss) Recognized in Income, Net (27,864) 16,015
Gain (Loss) on Mortgage Loans Held-for-Sale 1,461 10,803
Trading Activity, Gains and Losses, Net (17,937) (108,071)
Forward Contracts [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Derivative Instruments, Gain (Loss) Recognized in Income, Net (13,459) 25,329
Options Held [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Derivative Instruments, Gain (Loss) Recognized in Income, Net (11,240) (981)
Interest Rate Swaption [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments (20,367) (16,255)
Total Return Swap [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Derivative Instruments, Gain (Loss) Recognized in Income, Net 103 (21,724)
Credit Default Swap, Selling Protection [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Derivative Instruments, Gain (Loss) Recognized in Income, Net 0 409
Inverse Interest-Only Securities [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Derivative Instruments, Gain (Loss) Recognized in Income, Net (3,268) 12,982
Loan Purchase Commitments [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (Loss) on Mortgage Loans Held-for-Sale 0 1,398
Short [Member] | Interest Rate Swap [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 2,566 112,674
Long [Member] | Interest Rate Swap [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments $ 27,728 $ (221,903)