Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.7.0.1
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance $ 18,802,500 $ 21,998,381
Derivative, Notional Amount, Additions 3,356,823 15,545,962
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 6,223,788 11,153,747
Derivative, Notional Amount, Ending Balance 15,935,535 26,390,596
Derivative, Average Notional Amount 16,574,247 22,574,979
Gain (Loss) on Sale of Derivatives 93,395 50,457
Inverse Interest-Only Securities [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 740,844 932,037
Derivative, Notional Amount, Additions 0 0
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 42,018 49,311
Derivative, Notional Amount, Ending Balance 698,826 882,726
Derivative, Average Notional Amount 720,886 909,378
Gain (Loss) on Sale of Derivatives 0 0
Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 20,371,063 14,268,806
Derivative, Notional Amount, Additions 9,052,823 6,837,513
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 11,171,446 5,680,806
Derivative, Notional Amount, Ending Balance 18,252,440 15,425,513
Derivative, Average Notional Amount 18,707,666 14,954,600
Gain (Loss) on Sale of Derivatives 51,146 32,599
Credit Default Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance   125,000
Derivative, Notional Amount, Additions   10,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   10,000
Derivative, Notional Amount, Ending Balance   125,000
Derivative, Average Notional Amount   126,429
Gain (Loss) on Sale of Derivatives   412
Interest Rate Swaption [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 225,000 5,200,000
Derivative, Notional Amount, Additions 3,880,000 2,000,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 225,000 2,000,000
Derivative, Notional Amount, Ending Balance 3,880,000 5,200,000
Derivative, Average Notional Amount 1,495,500 5,216,484
Gain (Loss) on Sale of Derivatives 14,885 (1,970)
Forward Contracts [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 1,489,000 297,000
Derivative, Notional Amount, Additions 3,086,000 4,315,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 3,582,000 2,975,000
Derivative, Notional Amount, Ending Balance 993,000 1,637,000
Derivative, Average Notional Amount 1,161,433 153,209
Gain (Loss) on Sale of Derivatives (11,406) 18,850
Options Held [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 1,136,000 0
Derivative, Notional Amount, Additions 1,270,000 2,000,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 1,636,000 0
Derivative, Notional Amount, Ending Balance 1,770,000 2,000,000
Derivative, Average Notional Amount 285,533 82,418
Gain (Loss) on Sale of Derivatives 38,770 0
Total Return Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 90,593 889,418
Derivative, Notional Amount, Additions 0 0
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 3,324 21,273
Derivative, Notional Amount, Ending Balance 87,269 868,145
Derivative, Average Notional Amount 88,161 874,735
Gain (Loss) on Sale of Derivatives $ 0 0
Loan Purchase Commitments [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance   286,120
Derivative, Notional Amount, Additions   383,449
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   417,357
Derivative, Notional Amount, Ending Balance   252,212
Derivative, Average Notional Amount   257,726
Gain (Loss) on Sale of Derivatives   $ 566