Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
$ in Thousands |
Mar. 31, 2016 |
Dec. 31, 2015 |
Mar. 31, 2015 |
Dec. 31, 2014 |
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
$ 26,390,596
|
$ 21,998,381
|
$ 33,709,043
|
$ 48,115,523
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
158,786
|
159,582
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
882,726
|
932,037
|
1,106,210
|
1,168,226
|
| Interest Rate Swap [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
15,425,513
|
14,268,806
|
19,929,000
|
18,584,000
|
| Credit Default Swap [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
125,000
|
125,000
|
125,000
|
125,000
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
5,200,000
|
5,200,000
|
12,960,000
|
12,410,000
|
| Forward Contracts [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
1,637,000
|
297,000
|
2,496,000
|
1,325,000
|
| Options Held [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
2,000,000
|
0
|
2,500,000
|
2,000,000
|
| Swap [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
|
|
3,000,000
|
14,000,000
|
| Total Return Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(7,120)
|
1,645
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
868,145
|
889,418
|
877,529
|
598,459
|
| Loan Purchase Commitments [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
252,212
|
286,120
|
$ 707,304
|
$ 554,838
|
| Derivative Financial Instruments, Assets [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
197,847
|
271,509
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
17,869,498
|
21,735,997
|
|
|
| Derivative Financial Instruments, Assets [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
882,726
|
932,037
|
|
|
| Derivative Financial Instruments, Assets [Member] | Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
18,162
|
91,757
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
8,865,513
|
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 |
10,482
|
17,374
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
3,700,000
|
4,700,000
|
|
|
| Derivative Financial Instruments, Assets [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
9,557
|
1,074
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
2,187,000
|
847,000
|
|
|
| Derivative Financial Instruments, Assets [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
366
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
2,000,000
|
|
|
|
| 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 |
494
|
77
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
234,259
|
98,736
|
|
|
| Derivative Financial Instruments, Liabilities [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(77,038)
|
(7,285)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
9,621,098
|
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 |
(65,715)
|
0
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
6,560,000
|
0
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Credit Default Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(390)
|
(703)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
125,000
|
125,000
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(473)
|
(4,831)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
1,500,000
|
500,000
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(3,328)
|
(1,324)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
550,000
|
550,000
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
0
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
0
|
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Total Return Swap [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(7,120)
|
0
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
868,145
|
0
|
|
|
| Derivative Financial Instruments, Liabilities [Member] | Loan Purchase Commitments [Member] |
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
| Derivative, Fair Value, Net |
(12)
|
(427)
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
| Derivative, Notional Amount |
$ 17,953
|
$ 187,384
|
|
|