Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.4.0.3
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance $ 21,998,381 $ 48,115,523
Derivative, Notional Amount, Additions 15,545,962 12,292,267
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 11,153,747 26,698,747
Derivative, Notional Amount, Ending Balance 26,390,596 33,709,043
Derivative, Average Notional Amount 22,574,979 42,996,135
Gain (Loss) on Sale of Derivatives 50,457 2,893
Inverse Interest-Only Securities [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 932,037 1,168,226
Derivative, Notional Amount, Additions 0 0
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 49,311 62,016
Derivative, Notional Amount, Ending Balance 882,726 1,106,210
Derivative, Average Notional Amount 909,378 1,138,468
Gain (Loss) on Sale of Derivatives 0 0
Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 14,268,806 18,584,000
Derivative, Notional Amount, Additions 6,837,513 5,620,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 5,680,806 4,275,000
Derivative, Notional Amount, Ending Balance 15,425,513 19,929,000
Derivative, Average Notional Amount 14,954,600 18,238,389
Gain (Loss) on Sale of Derivatives 32,599 (1,070)
Credit Default Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 125,000 125,000
Derivative, Notional Amount, Additions 10,000 0
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (10,000) 0
Derivative, Notional Amount, Ending Balance 125,000 125,000
Derivative, Average Notional Amount 126,429 125,000
Gain (Loss) on Sale of Derivatives 412 0
Interest Rate Swaption [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 5,200,000 12,410,000
Derivative, Notional Amount, Additions 2,000,000 5,550,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 2,000,000 5,000,000
Derivative, Notional Amount, Ending Balance 5,200,000 12,960,000
Derivative, Average Notional Amount 5,216,484 12,851,667
Gain (Loss) on Sale of Derivatives (1,970) 12,845
Forward Contracts [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 297,000 1,325,000
Derivative, Notional Amount, Additions (4,315,000) 6,933,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise (2,975,000) 5,762,000
Derivative, Notional Amount, Ending Balance 1,637,000 2,496,000
Derivative, Average Notional Amount 153,209 2,121,700
Gain (Loss) on Sale of Derivatives 18,850 (17,364)
Options Held [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 0 2,000,000
Derivative, Notional Amount, Additions 2,000,000 250,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 0 4,750,000
Derivative, Notional Amount, Ending Balance 2,000,000 2,500,000
Derivative, Average Notional Amount 82,418 8,333
Gain (Loss) on Sale of Derivatives 0 (3,047)
Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance   14,000,000
Derivative, Notional Amount, Additions   6,000,000
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   17,000,000
Derivative, Notional Amount, Ending Balance   3,000,000
Derivative, Average Notional Amount   6,988,889
Gain (Loss) on Sale of Derivatives   6,384
Total Return Swap [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 889,418 598,459
Derivative, Notional Amount, Additions 0 676,633
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 21,273 397,563
Derivative, Notional Amount, Ending Balance 868,145 877,529
Derivative, Average Notional Amount 874,735 875,346
Gain (Loss) on Sale of Derivatives 0 4,202
Loan Purchase Commitments [Member]    
Derivative [Line Items]    
Derivative, Notional Amount, Beginning Balance 286,120 554,838
Derivative, Notional Amount, Additions 383,449 1,128,634
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 417,357 976,168
Derivative, Notional Amount, Ending Balance 252,212 707,304
Derivative, Average Notional Amount 257,726 648,343
Gain (Loss) on Sale of Derivatives $ 566 $ 943