Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.5.0.2
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance $ 26,141,370 $ 27,401,335 $ 21,998,381 $ 48,115,523
Derivative, Notional Amount, Additions (22,872) (6,930,287) (31,254,394) (30,475,551)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 4,055,594 6,014,042 31,189,871 50,273,494
Derivative, Notional Amount, Ending Balance 22,062,904 28,317,580 22,062,904 28,317,580
Derivative, Average Notional Amount (20,642,679) (27,222,458) (22,701,140) (32,531,397)
Gain (Loss) on Sale of Derivatives (154,155) (78,283) (146,046) (160,665)
Inverse Interest-Only Securities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 834,866 1,049,743 932,037 1,168,226
Derivative, Notional Amount, Additions 0 0 0 (12,563)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 50,043 63,842 147,214 194,888
Derivative, Notional Amount, Ending Balance 784,823 985,901 784,823 985,901
Derivative, Average Notional Amount (813,045) (1,020,199) (860,920) (1,081,376)
Gain (Loss) on Sale of Derivatives 0 0 0 64
Interest Rate Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 13,697,000 16,225,523 14,268,806 18,584,000
Derivative, Notional Amount, Additions (4,451,430) (5,280,000) (16,553,456) (22,393,227)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 1,203,000 7,480,000 13,876,832 26,951,704
Derivative, Notional Amount, Ending Balance 16,945,430 14,025,523 16,945,430 14,025,523
Derivative, Average Notional Amount (14,497,913) (15,371,175) (14,751,923) (16,753,347)
Gain (Loss) on Sale of Derivatives (39,369) (24,948) (33,067) (92,816)
Credit Default Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 25,000 125,000 125,000 125,000
Derivative, Notional Amount, Additions 0 0 (10,000) 0
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 0 0 110,000 0
Derivative, Notional Amount, Ending Balance 25,000 125,000 25,000 125,000
Derivative, Average Notional Amount (25,000) (125,000) (87,883) (125,000)
Gain (Loss) on Sale of Derivatives 0 0 412 0
Interest Rate Swaption [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 1,800,000 9,410,000 5,200,000 12,410,000
Derivative, Notional Amount, Additions (1,537,000) 0 (1,063,000) (7,050,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 7,000 600,000 5,993,000 9,450,000
Derivative, Notional Amount, Ending Balance 270,000 10,010,000 270,000 10,010,000
Derivative, Average Notional Amount (219,315) (9,481,739) (3,192,617) (10,862,930)
Gain (Loss) on Sale of Derivatives (55,692) (36,960) (86,481) (32,168)
Forward Contracts [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 337,000 1,024,000 297,000 1,325,000
Derivative, Notional Amount, Additions (5,622,000) (468,000) (1,186,000) (11,330,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 5,370,000 2,274,000 300,000 13,437,000
Derivative, Notional Amount, Ending Balance 589,000 782,000 589,000 782,000
Derivative, Average Notional Amount (1,051,989) (343,272) (239,493) (729,916)
Gain (Loss) on Sale of Derivatives (18,819) (13,615) 12,932 (38,461)
Options Held [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 8,897,000 0 0 2,000,000
Derivative, Notional Amount, Additions (2,269,000) (1,000,000) (13,166,000) (1,250,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 6,697,000 0 8,697,000 2,250,000
Derivative, Notional Amount, Ending Balance 4,469,000 1,000,000 4,469,000 1,000,000
Derivative, Average Notional Amount (5,607,728) (163,043) (3,091,679) (183,150)
Gain (Loss) on Sale of Derivatives (26,955) 0 (28,303) 7,796
Treasury Lock [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance   0   0
Derivative, Notional Amount, Additions   0   (500,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   0   500,000
Derivative, Notional Amount, Ending Balance   0   0
Derivative, Average Notional Amount   0   (916)
Gain (Loss) on Sale of Derivatives   0   (837)
Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance   0   14,000,000
Derivative, Notional Amount, Additions   0   (6,000,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   0   20,000,000
Derivative, Notional Amount, Ending Balance   0   0
Derivative, Average Notional Amount   0   (3,018,315)
Gain (Loss) on Sale of Derivatives   0   7,694
Total Return Swap [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 588,037 988,409 889,418 598,459
Derivative, Notional Amount, Additions (99,911) (176,807) (99,911) (1,601,350)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 591,700 277,252 893,081 1,311,845
Derivative, Notional Amount, Ending Balance 96,248 887,964 96,248 887,964
Derivative, Average Notional Amount (113,334) (828,323) (598,163) (968,223)
Gain (Loss) on Sale of Derivatives (13,897) (2,368) (13,374) (11,296)
Loan Purchase Commitments [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance 636,467 626,660 286,120 554,838
Derivative, Notional Amount, Additions (315,787) (941,480) (1,548,027) (3,048,411)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 890,851 1,066,948 1,772,744 3,102,057
Derivative, Notional Amount, Ending Balance 61,403 501,192 61,403 501,192
Derivative, Average Notional Amount (418,333) (576,251) (357,448) (634,356)
Gain (Loss) on Sale of Derivatives $ 577 (392) $ 1,835 (766)
Short US Treasury Securities [Member]        
Derivative [Line Items]        
Derivative, Notional Amount, Beginning Balance   0   0
Derivative, Notional Amount, Additions   0   (50,000)
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   0   50,000
Derivative, Notional Amount, Ending Balance   0   0
Derivative, Average Notional Amount   0   0
Gain (Loss) on Sale of Derivatives   $ 0   $ 125